New formulation of Cholesky decomposition and applications in stochastic simulation
Year: 2013
Type: article
Authors: Guoqing Huang, Haili Liao, Mingshui Li
Institution: Southwest Jiaotong University
Language: English
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed
Funder: Texas Tech University
OpenAlex ID: W2019199277