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Multivariate Statistical Simulation


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Table of Contents

Univariate Distributions and Their Generation. Multivariate Generation Techniques. Multivariate Normal and Related Distributions. Johnson's Translation System. Elliptically Contoured Distributions. Circular, Spherical and Related Distributions. Khintchine Distributions. Miscellaneous Distributions. Research Directions. References. Supplementary References. Index.

About the Author

Mark E. Johnson is the author of Multivariate Statistical Simulation: A Guide to Selecting and Generating Continuous Multivariate Distributions, published by Wiley.

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