Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution
| Year of publication: |
2005
|
|---|---|
| Authors: | Chen, Jung-Tai |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 167.2005, 1, p. 226-242
|
| Publisher: |
Elsevier |