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Case studies in multivariate-to-anything transforms for partially specified random vector generation

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  • Stanhope, Stephen

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  • Stanhope, Stephen, 2005. "Case studies in multivariate-to-anything transforms for partially specified random vector generation," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 68-79, August.
    • Handle: RePEc:eee:insuma:v:37:y:2005:i:1:p:68-79
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    References listed on IDEAS

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    1. Philip M. Lurie & Matthew S. Goldberg, 1998. "An Approximate Method for Sampling Correlated Random Variables from Partially-Specified Distributions," Management Science, INFORMS, vol. 44(2), pages 203-218, February.
    2. Huifen Chen, 2001. "Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 312-331, November.
    3. Robert T. Clemen & Terence Reilly, 1999. "Correlations and Copulas for Decision and Risk Analysis," Management Science, INFORMS, vol. 45(2), pages 208-224, February.
    4. Bruce W. Schmeiser & Ram Lal, 1982. "Bivariate Gamma Random Vectors," Operations Research, INFORMS, vol. 30(2), pages 355-374, April.
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    Cited by:

    1. Pier Alda FERRARI & Alessandro BARBIERO, 2011. "Generating ordinal data," Departmental Working Papers 2011-38, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.

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