Modelling correlated random variables
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| 008 | 161128e20030101xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1515/156939603322587470 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/156939603322587470 | ||
| 245 | 0 | 0 | |a Modelling correlated random variables |h [Elektronische Daten] |c [I.M. Sobol, E.E. Myshetskaya] |
| 520 | 3 | |a A sampling problem with incomplete data is considered: modelling of a random vector when only marginal distributions of its components and their correlation coefficients are known. Simplest modelling algorithms for such problems include repeated use of random values, and the realized joint distributions are singular. An alternative method without singularities is proposed. | |
| 540 | |a Copyright 2003, Walter de Gruyter | ||
| 690 | 7 | |a Monte Carlo |2 nationallicence | |
| 690 | 7 | |a quasi-Monte Carlo |2 nationallicence | |
| 690 | 7 | |a correlation |2 nationallicence | |
| 700 | 1 | |a Sobol |D I.M. |u Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia. |4 aut | |
| 700 | 1 | |a Myshetskaya |D E.E. |u Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia. |4 aut | |
| 773 | 0 | |t Monte Carlo Methods and Applications |d Walter de Gruyter |g 9/1(2003-01-01), 67-76 |x 0929-9629 |q 9:1<67 |1 2003 |2 9 |o mcma | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/156939603322587470 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/156939603322587470 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Sobol |D I.M. |u Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Myshetskaya |D E.E. |u Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Monte Carlo Methods and Applications |d Walter de Gruyter |g 9/1(2003-01-01), 67-76 |x 0929-9629 |q 9:1<67 |1 2003 |2 9 |o mcma | ||
| 900 | 7 | |b CC0 |u http://creativecommons.org/publicdomain/zero/1.0 |2 nationallicence | |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||