Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis

Bedford, T.J. and Cooke, R. (2001) Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis. In: ESREL 2003, 2003-06-15 - 2003-06-18.

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Abstract

This paper examines Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis.

ORCID iDs

Bedford, T.J. ORCID logoORCID: https://orcid.org/0000-0002-3545-2088 and Cooke, R.;