Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations

Huifen Chen. Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations. INFORMS Journal on Computing, 13(4):312-331, 2001. [doi]

@article{Chen01:3,
  title = {Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations},
  author = {Huifen Chen},
  year = {2001},
  doi = {10.1287/ijoc.13.4.312.9736},
  url = {http://dx.doi.org/10.1287/ijoc.13.4.312.9736},
  researchr = {https://researchr.org/publication/Chen01%3A3},
  cites = {0},
  citedby = {0},
  journal = {INFORMS Journal on Computing},
  volume = {13},
  number = {4},
  pages = {312-331},
}