A column-oriented optimization approach for the generation of correlated random vectors

Jorge A. Sefair, Oscar O. Guaje, Andrés L. Medaglia. A column-oriented optimization approach for the generation of correlated random vectors. OR Spectrum, 43(3):777-808, 2021. [doi]

Authors

Jorge A. Sefair

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Oscar O. Guaje

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Andrés L. Medaglia

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