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Volumn 1, Issue , 2002, Pages 263-269

Properties of the NORTA method in higher dimensions

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; CORRELATION METHODS; MATHEMATICAL MODELS; MATRIX ALGEBRA; RISK ASSESSMENT; VECTORS;

EID: 0036928443     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (19)

References (17)
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    • Clemen, R. T., and T. Reilly. 1999. Correlations and copulas for decision and risk analysis. Management Science 45:208-224.
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    • Clemen, R.T.1    Reilly, T.2
  • 4
    • 0035696493 scopus 로고    scopus 로고
    • Chessboard distributions
    • ed. B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer. Piscataway NJ: IEEE
    • Ghosh, S., and S. G. Henderson. 2001a. Chessboard distributions. In Proceedings of the 2001 Winter Simulation Conference, ed. B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer, 385-393. Piscataway NJ: IEEE.
    • (2001) Proceedings of the 2001 Winter Simulation Conference , pp. 385-393
    • Ghosh, S.1    Henderson, S.G.2
  • 5
    • 0003321712 scopus 로고    scopus 로고
    • Chessboard distributions and random vectors with specified marginals and covariance matrix
    • To appear
    • Ghosh, S., and S. G. Henderson. 2001b. Chessboard distributions and random vectors with specified marginals and covariance matrix. Operations Research. To appear.
    • (2001) Operations Research
    • Ghosh, S.1    Henderson, S.G.2
  • 6
    • 0035691232 scopus 로고    scopus 로고
    • Mathematics for simulation
    • ed. B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer. Piscataway NJ: IEEE
    • Henderson, S. G. 2001. Mathematics for simulation. In Proceedings of the 2001 Winter Simulation Conference, ed. B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer, 83-94. Piscataway NJ: IEEE.
    • (2001) Proceedings of the 2001 Winter Simulation Conference , pp. 83-94
    • Henderson, S.G.1
  • 7
    • 0034430235 scopus 로고    scopus 로고
    • Generating "dependent" quasi-random numbers
    • ed. J. A. Joines, R. R. Barton, K. Kang, and P. A. Fishwick. Piscataway NJ: IEEE
    • Henderson, S. G., B. A. Chiera, and R. M. Cooke. 2000. Generating "dependent" quasi-random numbers. In Proceedings of the 2000 Winter Simulation Conference, ed. J. A. Joines, R. R. Barton, K. Kang, and P. A. Fishwick, 527-536. Piscataway NJ: IEEE.
    • (2000) Proceedings of the 2000 Winter Simulation Conference , pp. 527-536
    • Henderson, S.G.1    Chiera, B.A.2    Cooke, R.M.3
  • 8
    • 84933516758 scopus 로고
    • A distribution-free approach to inducing rank correlation among input variables
    • Iman, R., and W. Conover. 1982. A distribution-free approach to inducing rank correlation among input variables. Communications in Statistics: Simulation and Computation 11:311-334.
    • (1982) Communications in Statistics: Simulation and Computation , vol.11 , pp. 311-334
    • Iman, R.1    Conover, W.2
  • 13
    • 0016551989 scopus 로고
    • Generation of pseudorandom numbers with specified univariate distributions and correlation coefficients
    • Li, S. T., and J. L. Hammond. 1975. Generation of pseudorandom numbers with specified univariate distributions and correlation coefficients. IEEE Transactions on Systems, Man, and Cybernetics 5:557-561.
    • (1975) IEEE Transactions on Systems, Man, and Cybernetics , vol.5 , pp. 557-561
    • Li, S.T.1    Hammond, J.L.2
  • 14
    • 0032002017 scopus 로고    scopus 로고
    • An approximate method for sampling correlated random variables from partially-specified distributions
    • Lurie, P. M., and M. S. Goldberg. 1998. An approximate method for sampling correlated random variables from partially-specified distributions. Management Science 44:203-218.
    • (1998) Management Science , vol.44 , pp. 203-218
    • Lurie, P.M.1    Goldberg, M.S.2
  • 15
    • 0000458472 scopus 로고
    • A translation family of bivariate distributions and Fréchet's bounds
    • Mardia, K. V. 1970. A translation family of bivariate distributions and Fréchet's bounds. Sankhya A32:119-122.
    • (1970) Sankhya , vol.A32 , pp. 119-122
    • Mardia, K.V.1
  • 16
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    • Bivariate distributions with given marginals
    • Whitt, W. 1976. Bivariate distributions with given marginals. The Annals of Statistics 4:1280-1289.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.