Quasi-random numbers for copula models

Cambou, M; Hofert, M; Lemieux, C

Lemieux, C (reprint author), Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON, Canada.

STATISTICS AND COMPUTING, 2017; 27 (5): 1307

Abstract

The present work addresses the question how sampling algorithms for commonly applied copula models can be adapted to account for quasi-random numbers.......

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