Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations

INFORMS Journal on Computing

Volumn 13, Issue 4, 2001, Pages 312-331

  Chen, Huifen ^a  

^a CHUNG YUAN CHRISTIAN UNIVERSITY   (Taiwan)

Author keywords

Control Variate; Retrospective Approximation; Root Finding; Simulation

Indexed keywords

EID: 0000142663     PISSN: 10919856     EISSN: None     Source Type: Journal    
DOI: 10.1287/ijoc.13.4.312.9736     Document Type: Article

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