A generalization of the Nataf transformation to distributions with elliptical copula

Probabilistic Engineering Mechanics

Volumn 24, Issue 2, 2009, Pages 172-178

  Lebrun, Régis ^a   Dutfoy, Anne ^b  

^a AIRBUS GROUP INNOVATIONS   (Germany)

^b EDF R AND D   (France)

Author keywords

Breitung's approximation; Elliptical copula; FORM; Nataf transformation; SORM

Indexed keywords

FOURIER TRANSFORMS; PROGRAMMING THEORY; QUALITY ASSURANCE; RELIABILITY ANALYSIS; UNCERTAINTY ANALYSIS;

BREITUNG'S APPROXIMATION; ELLIPTICAL COPULA; FORM; NATAF TRANSFORMATION; SORM;

RELIABILITY;

EID: 58749098094     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2008.05.001     Document Type: Article

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