C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions
type: Item
instance of: scholarly article
zbMATH Open document ID: 1465.62094
author: Soumyadip Ghosh
author: Raghu Pasupathy
published in: INFORMS Journal on Computing
publication date: 2016-06-29T00:00:00Z
full work available at URL: http://hdl.handle.net/10919/25825
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 6599271
zbMATH Keywords: statistics
zbMATH Keywords: simulation
zbMATH Keywords: random variable generation
zbMATH Keywords: multivariate distribution
zbMATH Keywords: correlation
MaRDI profile type: Publication
OpenAlex ID: W2124318595
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DOI: 10.1287/IJOC.1100.0447
title: C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions
description: scientific article; zbMATH DE number 6599271