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

Research output: Contribution to conference › Paper

Abstract

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

Original language	English
Publication status	Published - 2001
Event	ESREL 2003 - MECC, Maastricht, Netherlands Duration: 15 Jun 2003 → 18 Jun 2003

Conference	ESREL 2003
City	MECC, Maastricht, Netherlands
Period	15/06/03 → 18/06/03

@conference{d36201ce88534e47bad53c0e4598c994,

title = "Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis",

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

keywords = "monte carlo method, simulation, vine dependent, analysis",

author = "T.J. Bedford and R. Cooke",

year = "2001",

language = "English",

note = "ESREL 2003 ; Conference date: 15-06-2003 Through 18-06-2003",

}

TY - CONF

T1 - Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis

AU - Bedford, T.J.

AU - Cooke, R.

PY - 2001

Y1 - 2001

N2 - This paper examines Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis.

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

KW - monte carlo method

KW - simulation

KW - vine dependent

KW - analysis

M3 - Paper

T2 - ESREL 2003

Y2 - 15 June 2003 through 18 June 2003

ER -