Jin Wang, Chunlei Liu. Generating multivariate mixture of normal distributions using a modified Cholesky decomposition. In L. Felipe Perrone, Barry Lawson, Jason Liu, Frederick P. Wieland, editors, Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006. pages 342-347, WSC, 2006. [doi]
Abstract is missing.