Generating multivariate correlated samples
Integrity signals
Registry
Cites
Statistics
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
A multivariate Gaussian distribution can be formed by using point time-series forecast as the mean value and the variance of the distribution is proportional to forecast error.
“In such a case, a multivariate Gaussian distribution can be formed by using point time-series forecast as the mean value and the variance of the distribution is proportional to forecast error [33].”
From Chance constrained day-ahead robust flexibility needs assessment for low voltage distribution network (2022) · cites this paper as [33]
Cited by
Sorted by citations
Hashmi, M. U., Koirala, A., Ergun, H., & Van Hertem, D. (2022) · arXiv · doi:10.48550/arxiv.2207.10234 · Cited by 1 · see citing works
- Authors
- Chakraborty, A.
- Affiliations
- Indian Statistical Institute (IN)
- Corresponding author
- Chakraborty, Arnab
- ORCID
- Chakraborty, Arnab
- Venue
- Computational Statistics
- Published
- 2006-03
- Volume
- 21
- Issue
- 1
- Pages
- 103-119
- ISSN
- 0943-4062 (ISSN-L)
- 1613-9658
- OpenAlex
- W2041016105
- Cited by
- 7
- References
- 0
- Citations by year
- 2023: 1 · 2022: 1 · 2021: 3 · 2020: 1 · 2017: 1
- FWCI
- 0.00
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- www.springer.com/tdm (tdm)
- Locations
- Computational Statistics (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Markov Chains and Monte Carlo Methods
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Distribution Estimation and Applications
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
- Keywords
- correlation structure, marginal distributions, correlation matrix, bootstrap technique, multivariate distributions
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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