Sensitivity to correlation in multivariate models

Computer Assisted Mechanics and Engineering Sciences

Volumn 5, Issue 1, 1998, Pages 75-84

  Žanić, Vedran ^a   Žiha, Kalman ^a  

^a UNIVERSITY OF ZAGREB   (Croatia)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; EIGENVALUES AND EIGENFUNCTIONS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; PERTURBATION TECHNIQUES; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; RECURSIVE FUNCTIONS; SPECTRUM ANALYSIS;

CHOLESKY DECOMPOSITION; MULTIVARIATE DISTRIBUTION MODELS; NATAF MODELS; SPECTRAL DECOMPOSITION;

SENSITIVITY ANALYSIS;

EID: 0031645605     PISSN: 1232308X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (5)

1. J.D. Collins, W.T. Thomson. The eigenvalue problem for structural systems with statistical properties AIAA J., 7(4): 642-648, 1969.
2. R. L. Fox, M.P. Kapoor, Rate of change of eigenvalues and eienvectors. AIAA J., 6(12): 2426-2429, 1968.
3. P.L. Liu, A. Der Kiureghian. Multivariate distributon models with prescribed marginals and covariances. Probabilistic Eng. Mech., 1(2): 105-112, 1986.
4. A. Nataf. Determination des distributon dont les marges sont donnes. Comptes Rendus de l'Academie des Sciences, 225: 42-43, 1962.
5. P. Zivkovic. Eigenvalues of the real generalized eigenvalue equation perturbed by a low-rank perturbation. J. Math. Chemistry, 9: 55-73, 1992.