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The stochastic collocation Monte Carlo sampler : highly efficient sampling from "expensive" distributions
Grzelak, Lech A.
;
Witteveen, J. A. S.
;
Suárez-Taboada, M.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 339-356
Persistent link: https://www.econbiz.de/10012194657
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2
Gradient modeling for multivariate quantitative data
Sei, Tomonari
- In:
Annals of the Institute of Statistical Mathematics
63
(
2011
)
4
,
pp. 675-688
Persistent link: https://www.econbiz.de/10009149892
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3
Sampling distribution of the Bonferroni inequality index from exponential population
Giorgi, Giovanni Maria
;
Mondani, Riccardo
-
EconWPA
-
2005
Persistent link: https://www.econbiz.de/10005062539
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