Multivariate Gaussian simulation outside arbitrary ellipsoids

Journal of Computational and Graphical Statistics

Volumn 16, Issue 3, 2007, Pages 692-708

  Ellis, Nick ^a   Maitra, Ranjan ^b  

^a CSIRO   (Australia)

^b Department of Statistics Center for Statistics and Applications in Forensic Evidence Iowa State University 2438 Osborn Dr Ames   (United States)

Author keywords

Extreme value distributions; Osculating spheres; Rejection sampling; Truncated distributions

Indexed keywords

EID: 35348930663     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186007X238431     Document Type: Article

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