caa a22 4500 378869094 CHVBK 20180305123405.0 cr unu---uuuuu 161128e20030101xx s 000 0 eng 10.1515/156939603322587470 doi (NATIONALLICENCE)gruyter-10.1515/156939603322587470 Modelling correlated random variables [Elektronische Daten] [I.M. Sobol, E.E. Myshetskaya] 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. Copyright 2003, Walter de Gruyter Monte Carlo nationallicence quasi-Monte Carlo nationallicence correlation nationallicence Sobol I.M. Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia. aut Myshetskaya E.E. Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia. aut Monte Carlo Methods and Applications Walter de Gruyter 9/1(2003-01-01), 67-76 0929-9629 9:1<67 2003 9 mcma https://doi.org/10.1515/156939603322587470 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.1515/156939603322587470 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Sobol I.M. Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia aut NATIONALLICENCE 700 1- Myshetskaya E.E. Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia aut NATIONALLICENCE 773 0- Monte Carlo Methods and Applications Walter de Gruyter 9/1(2003-01-01), 67-76 0929-9629 9:1<67 2003 9 mcma CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter