The multivariate normal distribution and copulas

BOOK CHAPTER published 2023 in Simulation

Authors: Sheldon M. Ross

The Multivariate Normal Distribution and Copulas

BOOK CHAPTER published 2013 in Simulation

Authors: Sheldon Ross

Modeling Multivariate Count Data Using Copulas

JOURNAL ARTICLE published 8 December 2009 in Communications in Statistics - Simulation and Computation

Authors: Aristidis K. Nikoloulopoulos | Dimitris Karlis

Multivariate modelling of spatial extremes based on copulas

JOURNAL ARTICLE published 13 August 2018 in Journal of Statistical Computation and Simulation

Research funded by Hong Kong RGC General Research Fund (604313,16305115)

Authors: Raymond K. S. Chan | Mike K. P. So

Systematic applications of multivariate analysis to monitoring of equipment health in semiconductor manufacturing

PROCEEDINGS ARTICLE published December 2008 in 2008 Winter Simulation Conference

Authors: A.G. Chao | S.T. Tseng | D.S.H. Wong | S.S. Jang | S.P. Lee

Development water quality objectives application multivariate statistical analysis (lake Sevan)

PROCEEDINGS ARTICLE published 2020 in Multivariate statistical analysis, econometrics and simulation of real processes

Authors: G Shahnazaryan | S Мinasyan

Global Aerodynamic Modeling with Multivariate Splines

PROCEEDINGS ARTICLE published 18 August 2008 in AIAA Modeling and Simulation Technologies Conference and Exhibit

Authors: C de Visser | J Mulder | Q Chu

Multivariate Generation Techniques

OTHER published 23 January 1987 in Multivariate Statistical Simulation

A multivariate threshold stochastic volatility model

JOURNAL ARTICLE published December 2008 in Mathematics and Computers in Simulation

Authors: Mike K.P. So | C.Y. Choi

Multivariate Normal and Related Distributions

OTHER published 23 January 1987 in Multivariate Statistical Simulation

Analyzing multivariate output

PROCEEDINGS ARTICLE published in Winter Simulation Conference Proceedings, 1995.

Authors: J.M. Charnes

Multivariate Burr, Pareto, and Logistic Distributions

OTHER published 23 January 1987 in Multivariate Statistical Simulation

Multivariate volatility in environmental finance

JOURNAL ARTICLE published July 2008 in Mathematics and Computers in Simulation

Authors: Suhejla Hoti | Michael McAleer | Laurent L. Pauwels

Multivariate simulation output analysis

PROCEEDINGS ARTICLE published in 1991 Winter Simulation Conference Proceedings.

Authors: J.M. Charnes

Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach

JOURNAL ARTICLE published May 2009 in Mathematics and Computers in Simulation

Authors: Kin-Yip Ho | Albert K. Tsui | Zhaoyong Zhang

Asymmetric matrix-valued covariances for multivariate random fields on spheres

JOURNAL ARTICLE published 3 July 2018 in Journal of Statistical Computation and Simulation

Research funded by Comisión Nacional de Investigación Científica y Tecnológica (Beca CONICYT-PCHA/Doctorado Nacional/2016-21160371) | Fondo Nacional de Desarrollo Científico y Tecnológico (1130647) | Swiss National Science Foundation (SNSF-144973)

Authors: Alfredo Alegría | Emilio Porcu | Reinhard Furrer

Robust Multivariate Regression When There is Heteroscedasticity

JOURNAL ARTICLE published 21 November 2008 in Communications in Statistics - Simulation and Computation

Authors: Rand R. Wilcox

Nonlinear aerodynamic modeling using multivariate orthogonal functions

PROCEEDINGS ARTICLE published 9 August 1993 in Flight Simulation and Technologies

Authors: EUGENE MORELLI

An independence property of multivariate ranks useful in Monte Carlo studies

JOURNAL ARTICLE published March 1986 in SIMULATION

Authors: Neil C. Schwertman

Portfolio single index (PSI) multivariate conditional and stochastic volatility models

JOURNAL ARTICLE published July 2008 in Mathematics and Computers in Simulation

Authors: Manabu Asai | Michael McAleer | Bernardo de Veiga