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Distribution-Free Monte Carlo Simulation: Premise and Refinement
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References

  • 2000Risk Analysis: A Quantitative Guide1,746 cited
  • 1982A distribution-free approach to inducing rank correlation among input variables1,625 cited
  • 2000Sample Size Requirements for Estimating Pearson, Kendall and Spearman Correlations1,131 cited
  • 2006Uncertainty Analysis with High Dimensional Dependence Modelling665 cited
  • 1983Simulating Multivariate Nonnormal Distributions455 cited
  • 1999Correlations and Copulas for Decision and Risk Analysis344 cited
  • 2000The most general methodology for creating a valid correlation matrix for risk management and option pricing purposes286 cited
  • 2002Latin Hypercube Sampling for Stochastic Finite Element Analysis231 cited
  • 1998Stress Testing in a Value at Risk Framework161 cited
  • 2005Risk Concession Model for Build/Operate/Transfer Contract Projects140 cited
  • 1998An Approximate Method for Sampling Correlated Random Variables from Partially-Specified Distributions132 cited
  • 2006Modeling Cost Escalation in Large Infrastructure Projects114 cited
  • 1993Probabilistic Cost Estimating with Subjective Correlations95 cited
  • 2005Simulation-based estimation for correlated cost elements70 cited
  • 1995Monte Carlo simulation of construction costs using subjective data

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68 cited
  • 2000Probability Distribution Functions for Construction Simulation63 cited
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