An algorithm for generating correlated random variables in a class of infinitely divisible distributions

Journal of Statistical Computation and Simulation

Volumn 61, Issue 1-2, 1998, Pages 127-139

  Park, Chul Gyu ^a   Shin, Dong Wan ^b  

^a Suwon University   (South Korea)

^b Ewha Womans University   (South Korea)

Author keywords

Correlated variables; Generalized estimating equations; Infinitely divisible distribution; Random number generation

Indexed keywords

EID: 0347721646     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659808811905     Document Type: Article

References (11)

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