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Cited by

• 1998An Approximate Method for Sampling Correlated Random Variables from Partially-Specified Distributions132 cited
• 2003Modeling and generating multivariate time-series input processes using a vector autoregressive technique127 cited
• 2001Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations93 cited
• 2005Fitting Time-Series Input Processes for Simulation61 cited
• 2012A Copulas-Based Approach to Modeling Dependence in Decision Trees34 cited
• 2001Generating daily changes in market variables using a multivariate mixture of normal distributions29 cited
• 2012A normal copula model for the arrival process in a call center24 cited
• 2009Monitoring Multi-Attribute Processes Based on NORTA Inverse Transformed Vectors19 cited
• 2021Simulation of stationary Gaussian/non-Gaussian stochastic processes based on stochastic harmonic functions17 cited
• 2016Analysis of complex system reliability with correlated random vectors17 cited
• 2010Relaxing the multivariate normality assumption in the simulation of transportation system dependencies: an old technique in a new domain15 cited
• 2021On the shortest $$\alpha$$-reliable path problem10 cited