Quasi-random numbers for copula models

Random Number Generation and Quasi-Monte Carlo Methods.

Bruce Jay Collings, Harald Niederreiter · Journal of the American Statistical Association · 1993 · 3K citations

Computing, Computer Science, Algorithms +16

On the distribution of points in a cube and the approximate evaluation of integrals

I. M. Sobol · USSR Computational Mathematics and Mathematical Physics · 1967 · 2.9K citations

Computing, Computer Science, Computational Geometry +11

On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

John H. Halton · Numerische Mathematik · 1960 · 2K citations

Natural Sciences, Computer Science, Probability Theory +10

Monte Carlo and quasi-Monte Carlo methods

Russel E. Caflisch · Acta Numerica · 1998 · 1.7K citations

Natural Sciences, Physics, Computational Fluid Dynamics +13

Symmetric Multivariate and Related Distributions.

Sanat K. Sarkar, Kai-Tai Fang, Samuel Kotz et al. · Journal of the American Statistical Association · 1991 · 1.6K citations

Natural Sciences, Mathematics, Probability Theory +16