Abstract
This paper examines Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis.
| Language | English |
|---|---|
| Publication status | Published - 2001 |
| Event | ESREL 2003 - MECC, Maastricht, Netherlands Duration: 15 Jun 2003 → 18 Jun 2003 |
Conference
| Conference | ESREL 2003 |
|---|---|
| City | MECC, Maastricht, Netherlands |
| Period | 15/06/03 → 18/06/03 |
Fingerprint
Uncertainty Analysis
Dependent Random Variables
Monte Carlo Simulation
Keywords
- monte carlo method
- simulation
- vine dependent
- analysis
Cite this
Bedford, T. J., & Cooke, R. (2001). Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis. Paper presented at ESREL 2003, MECC, Maastricht, Netherlands, .
@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",
}
Bedford, TJ & Cooke, R 2001, 'Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis' Paper presented at ESREL 2003, MECC, Maastricht, Netherlands, 15/06/03 - 18/06/03, .
Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis. / Bedford, T.J.; Cooke, R.
2001. Paper presented at ESREL 2003, MECC, Maastricht, Netherlands, .Research output: Contribution to conference › Paper
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
ER -
Bedford TJ, Cooke R. Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis. 2001. Paper presented at ESREL 2003, MECC, Maastricht, Netherlands, .