A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix

Dimos C. Charmpis, Panayiota L. Panteli. A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix. Comput. Stat., 19(2):283, 2004. [doi]

Authors

Dimos C. Charmpis

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Panayiota L. Panteli

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