{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,1]],"date-time":"2025-11-01T17:11:58Z","timestamp":1762017118916,"version":"3.32.0"},"reference-count":75,"publisher":"Elsevier","isbn-type":[{"type":"print","value":"9780444514288"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2006]]},"DOI":"10.1016\/s0927-0507(06)13005-4","type":"book-chapter","created":{"date-parts":[[2006,8,25]],"date-time":"2006-08-25T14:52:01Z","timestamp":1156517521000},"page":"123-153","source":"Crossref","is-referenced-by-count":20,"title":["Chapter 5 Multivariate Input Processes"],"prefix":"10.1016","author":[{"given":"Bahar","family":"Biller","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Soumyadip","family":"Ghosh","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"78","reference":[{"key":"10.1016\/S0927-0507(06)13005-4_bib001","doi-asserted-by":"crossref","first-page":"249","DOI":"10.1214\/ss\/1009213728","article-title":"Conditionally specified distributions","volume":"16","author":"Arnold","year":"2001","journal-title":"Statistical Science"},{"issue":"4","key":"10.1016\/S0927-0507(06)13005-4_bib002","doi-asserted-by":"crossref","first-page":"1031","DOI":"10.1214\/aos\/1031689016","article-title":"Vines: A new graphical model for dependent random variables","volume":"30","author":"Bedford","year":"2002","journal-title":"The Annals of Statistics"},{"issue":"3","key":"10.1016\/S0927-0507(06)13005-4_bib003","doi-asserted-by":"crossref","first-page":"211","DOI":"10.1145\/937332.937333","article-title":"Modeling and generating multivariate time-series input processes using a vector autoregressive technique","volume":"13","author":"Biller","year":"2003","journal-title":"ACM Transactions on Modeling and Computer Simulation"},{"issue":"3","key":"10.1016\/S0927-0507(06)13005-4_bib004","doi-asserted-by":"crossref","first-page":"549","DOI":"10.1287\/opre.1040.0190","article-title":"Fitting arta processes for simulation","volume":"53","author":"Biller","year":"2005","journal-title":"Operations Research"},{"key":"10.1016\/S0927-0507(06)13005-4_bib005","series-title":"Topics in Statistical Dependence","first-page":"69","article-title":"Time series models for non-Gaussian processes","author":"Block","year":"1990"},{"key":"10.1016\/S0927-0507(06)13005-4_bib006","doi-asserted-by":"crossref","first-page":"846","DOI":"10.2307\/1426976","article-title":"Insensitivity in queueing systems","volume":"13","author":"Burman","year":"1981","journal-title":"Advances in Applied Probability"},{"key":"10.1016\/S0927-0507(06)13005-4_bib007","doi-asserted-by":"crossref","first-page":"51","DOI":"10.1016\/0167-6377(96)00017-X","article-title":"Autoregressive to anything: Time-series input processes for simulation","volume":"19","author":"Cario","year":"1996","journal-title":"Operations Research Letters"},{"unstructured":"Cario, M.C., Nelson, B.L. (1997). Modeling and generating random vectors with arbitrary marginal distributions and correlation matrix. Technical report, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL","key":"10.1016\/S0927-0507(06)13005-4_bib008"},{"key":"10.1016\/S0927-0507(06)13005-4_bib009","doi-asserted-by":"crossref","first-page":"72","DOI":"10.1287\/ijoc.10.1.72","article-title":"Numerical methods for fitting and simulating autoregressive-to-anything processes","volume":"10","author":"Cario","year":"1998","journal-title":"INFORMS Journal on Computing"},{"issue":"20","key":"10.1016\/S0927-0507(06)13005-4_bib010","first-page":"8","article-title":"Uber die Darstellung willkurlicher Funktionen","volume":"2","author":"Charlier","year":"1906","journal-title":"Arkiv for Matematik, Astronomi och Fysik"},{"key":"10.1016\/S0927-0507(06)13005-4_bib011","doi-asserted-by":"crossref","first-page":"208","DOI":"10.1287\/mnsc.45.2.208","article-title":"Correlations and copulas for decision and risk analysis","volume":"45","author":"Clemen","year":"1999","journal-title":"Management Science"},{"key":"10.1016\/S0927-0507(06)13005-4_bib012","series-title":"Proceedings of the ASA Section on Bayesian Statistical Science","first-page":"166","article-title":"Markov and entropy properties of tree- and vine-dependent variables","author":"Cooke","year":"1997"},{"unstructured":"Cooke, R.M. (2003). The vine copula method in higher dimensions. Personal communication","key":"10.1016\/S0927-0507(06)13005-4_bib013"},{"key":"10.1016\/S0927-0507(06)13005-4_bib014","series-title":"Proceedings of the 1988 Winter Simulation Conference","first-page":"165","article-title":"Input modeling with the Johnson system of distributions","author":"DeBrota","year":"1988"},{"key":"10.1016\/S0927-0507(06)13005-4_bib015","first-page":"1","article-title":"Estimation non parametrique de la densit\u00e9 par histogrammes generalis\u00e9s (ii)","volume":"22","author":"Deheuvels","year":"1977","journal-title":"Publications de l'Institut de Statistique de l'Universit\u00e9 de Paris"},{"year":"1985","author":"Devroye","series-title":"Nonparametric Density Estimation: The L1 View","key":"10.1016\/S0927-0507(06)13005-4_bib016"},{"key":"10.1016\/S0927-0507(06)13005-4_bib017","first-page":"119","article-title":"Miscellaneous applications of the calculus of probabilities, contd.","volume":"61","author":"Edgeworth","year":"1898","journal-title":"Journal of the Royal Statistical Society"},{"key":"10.1016\/S0927-0507(06)13005-4_bib018","article-title":"Symmetric Multivariate and Related Distributions","volume":"vol. 36","author":"Fang","year":"1990"},{"year":"1990","author":"Farin","series-title":"Curves and Surfaces for Computer Aided Geometric Design: A Practical Guide","key":"10.1016\/S0927-0507(06)13005-4_bib019"},{"issue":"1","key":"10.1016\/S0927-0507(06)13005-4_bib020","doi-asserted-by":"crossref","first-page":"185","DOI":"10.1111\/j.2517-6161.1993.tb01477.x","article-title":"Characterizing a joint probability distribution by conditionals","volume":"55","author":"Gelman","year":"1993","journal-title":"Journal of the Royal Statistical Society"},{"key":"10.1016\/S0927-0507(06)13005-4_bib021","doi-asserted-by":"crossref","first-page":"721","DOI":"10.1109\/TPAMI.1984.4767596","article-title":"Stochastic relaxation, Gibbs distributions and Bayesian restoration of images","volume":"6","author":"Geman","year":"1984","journal-title":"IEEE Transactions on Pattern Analysis and Machine Intelligence"},{"unstructured":"Ghosh, S. (2004). Dependence in stochastic simulation models. PhD thesis, Department of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY","key":"10.1016\/S0927-0507(06)13005-4_bib022"},{"key":"10.1016\/S0927-0507(06)13005-4_bib023","series-title":"Proceedings of the 2001 Winter Simulation Conference","first-page":"385","article-title":"Chessboard distributions","author":"Ghosh","year":"2001"},{"issue":"5","key":"10.1016\/S0927-0507(06)13005-4_bib024","doi-asserted-by":"crossref","first-page":"820","DOI":"10.1287\/opre.50.5.820.364","article-title":"Chessboard distributions and random vectors with specified marginals and covariance matrix","volume":"50","author":"Ghosh","year":"2002","journal-title":"Operations Research"},{"key":"10.1016\/S0927-0507(06)13005-4_bib025","series-title":"Proceedings of the 2002 Winter Simulation Conference","first-page":"263","article-title":"Properties of the NORTA method in higher dimensions","author":"Ghosh","year":"2002"},{"key":"10.1016\/S0927-0507(06)13005-4_bib026","doi-asserted-by":"crossref","first-page":"337","DOI":"10.2307\/2347565","article-title":"Adaptive rejection sampling for Gibbs sampling","volume":"41","author":"Gilks","year":"1992","journal-title":"Applied Statistics"},{"year":"1970","author":"Hannan","series-title":"Multiple Time Series","key":"10.1016\/S0927-0507(06)13005-4_bib027"},{"key":"10.1016\/S0927-0507(06)13005-4_bib028","series-title":"Proceedings of the 1994 Winter Simulation Conference","first-page":"332","article-title":"Composition for multivariate random variables","author":"Hill","year":"1994"},{"key":"10.1016\/S0927-0507(06)13005-4_bib029","doi-asserted-by":"crossref","first-page":"182","DOI":"10.1145\/203082.203089","article-title":"A rejection technique for sampling from t-concave distributions","volume":"21","author":"H\u00f6rmann","year":"1995","journal-title":"ACM Transactions on Mathematical Software"},{"unstructured":"H\u00f6rmann, W., Leydold, J., Derflinger, G. (2001). Universal methods of non-uniform random variate generation. Technical report, Department for Applied Statistics and Data Processing, University of Economics and Business Administration, Vienna, Austria","key":"10.1016\/S0927-0507(06)13005-4_bib030"},{"key":"10.1016\/S0927-0507(06)13005-4_bib031","doi-asserted-by":"crossref","first-page":"29","DOI":"10.1214\/aoms\/1177732543","article-title":"Rank correlation and tests of significance involving no assumption of normality","volume":"7","author":"Hotelling","year":"1936","journal-title":"Annals of Mathematical Statistics"},{"year":"1997","author":"Joe","series-title":"Multivariate Models and Dependence Concepts","key":"10.1016\/S0927-0507(06)13005-4_bib032"},{"year":"1987","author":"Johnson","series-title":"Multivariate Statistical Simulation","key":"10.1016\/S0927-0507(06)13005-4_bib033"},{"key":"10.1016\/S0927-0507(06)13005-4_bib034","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1093\/biomet\/36.1-2.149","article-title":"Systems of frequency curves generated by methods of translation","volume":"36","author":"Johnson","year":"1949","journal-title":"Biometrika"},{"key":"10.1016\/S0927-0507(06)13005-4_bib035","doi-asserted-by":"crossref","first-page":"297","DOI":"10.1093\/biomet\/36.3-4.297","article-title":"Bivariate distributions based on simple translation systems","volume":"36","author":"Johnson","year":"1949","journal-title":"Biometrika"},{"year":"1972","author":"Johnson","series-title":"Distributions in Statistics: Continuous Distributions","key":"10.1016\/S0927-0507(06)13005-4_bib036"},{"year":"1997","author":"Johnson","series-title":"Discrete Multivariate Distributions","key":"10.1016\/S0927-0507(06)13005-4_bib037"},{"key":"10.1016\/S0927-0507(06)13005-4_bib038","article-title":"Measures of dependence","volume":"vol. 4","author":"Jong-Dev","year":"1984"},{"year":"2000","author":"Kotz","series-title":"Continuous Multivariate Distributions, volume 1: Models and Applications","key":"10.1016\/S0927-0507(06)13005-4_bib039"},{"key":"10.1016\/S0927-0507(06)13005-4_bib040","doi-asserted-by":"crossref","first-page":"814","DOI":"10.1080\/01621459.1958.10501481","article-title":"Ordinal measures of association","volume":"53","author":"Kruskal","year":"1958","journal-title":"Journal of the American Statistical Association"},{"key":"10.1016\/S0927-0507(06)13005-4_bib041","series-title":"Proceedings of the 2002 Winter Simulation Conference","first-page":"270","article-title":"The vine copula method for representing high dimensional dependent distributions: Application to continuous belief nets","author":"Kurowicka","year":"2002"},{"key":"10.1016\/S0927-0507(06)13005-4_bib042","doi-asserted-by":"crossref","first-page":"289","DOI":"10.1093\/biomet\/44.1-2.289","article-title":"Some properties of the bivariate normal distribution considered in the form of a contingency table","volume":"44","author":"Lancaster","year":"1957","journal-title":"Biometrika"},{"year":"2000","author":"Law","series-title":"Simulation Modeling and Analysis","key":"10.1016\/S0927-0507(06)13005-4_bib043"},{"key":"10.1016\/S0927-0507(06)13005-4_bib044","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1080\/15326348908807096","article-title":"Gamma processes","volume":"5","author":"Lewis","year":"1989","journal-title":"Communications in Statistics \u2013 Stochastic Models"},{"key":"10.1016\/S0927-0507(06)13005-4_bib045","doi-asserted-by":"crossref","first-page":"254","DOI":"10.1145\/290274.290287","article-title":"A rejection technique for sampling from log-concave multivariate distributions","volume":"8","author":"Leydold","year":"1998","journal-title":"ACM Transactions on Modeling and Computer Simulation"},{"key":"10.1016\/S0927-0507(06)13005-4_bib046","doi-asserted-by":"crossref","first-page":"557","DOI":"10.1109\/TSMC.1975.5408380","article-title":"Generation of pseudorandom numbers with specified univariate distributions and correlation coefficients","volume":"5","author":"Li","year":"1975","journal-title":"IEEE Transactions on Systems, Man, and Cybernetics"},{"key":"10.1016\/S0927-0507(06)13005-4_bib047","doi-asserted-by":"crossref","first-page":"322","DOI":"10.1287\/mnsc.39.3.322","article-title":"The impact of autocorrelation on queueing systems","volume":"39","author":"Livny","year":"1993","journal-title":"Management Science"},{"key":"10.1016\/S0927-0507(06)13005-4_bib048","doi-asserted-by":"crossref","first-page":"203","DOI":"10.1287\/mnsc.44.2.203","article-title":"An approximate method for sampling correlated random variables from partially-specified distributions","volume":"44","author":"Lurie","year":"1998","journal-title":"Management Science"},{"year":"1993","author":"L\u00fctkepohl","series-title":"Introduction to Multiple Time Series Analysis","key":"10.1016\/S0927-0507(06)13005-4_bib049"},{"unstructured":"Mackenzie, G.R. (1994). Approximately maximum-entropy multivariate distributions with specified marginals and pairwise correlations. PhD thesis, Department of Decision Sciences, University of Oregon, Eugene, OR","key":"10.1016\/S0927-0507(06)13005-4_bib050"},{"issue":"3","key":"10.1016\/S0927-0507(06)13005-4_bib051","doi-asserted-by":"crossref","first-page":"260","DOI":"10.1137\/1006063","article-title":"A convenient method for generating normal variates","volume":"6","author":"Marsaglia","year":"1964","journal-title":"SIAM Review"},{"issue":"4","key":"10.1016\/S0927-0507(06)13005-4_bib052","doi-asserted-by":"crossref","first-page":"143","DOI":"10.1080\/00949659708811806","article-title":"Minimal informative distributions with given rank correlation for use in uncertainty analysis","volume":"57","author":"Meeuwissen","year":"1997","journal-title":"Journal of Statistical Computation and Simulation"},{"key":"10.1016\/S0927-0507(06)13005-4_bib053","doi-asserted-by":"crossref","first-page":"317","DOI":"10.1287\/ijoc.3.4.317","article-title":"TES: A class of methods for generating autocorrelated uniform variates","volume":"3","author":"Melamed","year":"1991","journal-title":"ORSA Journal of Computing"},{"key":"10.1016\/S0927-0507(06)13005-4_bib054","series-title":"Proceedings of the 1992 Winter Simulation Conference","first-page":"135","article-title":"The TES methodology: Modeling empirical stationary time series","author":"Melamed","year":"1992"},{"key":"10.1016\/S0927-0507(06)13005-4_bib055","doi-asserted-by":"crossref","first-page":"1701","DOI":"10.1016\/S0021-9290(00)00151-2","article-title":"An empirical approach to characterizing trunk muscle coactivation using simulation input modeling techniques","volume":"33","author":"Mirka","year":"2000","journal-title":"Journal of Biomechanics"},{"key":"10.1016\/S0927-0507(06)13005-4_bib056","article-title":"An Introduction to Copulas","volume":"vol. 139","author":"Nelsen","year":"1999"},{"key":"10.1016\/S0927-0507(06)13005-4_bib057","doi-asserted-by":"crossref","first-page":"283","DOI":"10.1016\/0167-9473(90)90110-4","article-title":"Generating random deviates from multivariate Pearson distributions","volume":"9","author":"Parrish","year":"1990","journal-title":"Computational Statistics and Data Analysis"},{"key":"10.1016\/S0927-0507(06)13005-4_bib058","doi-asserted-by":"crossref","first-page":"1065","DOI":"10.1214\/aoms\/1177704472","article-title":"On the estimation of a probability density function and mode","volume":"33","author":"Parzen","year":"1962","journal-title":"Annals of Mathematical Statistics"},{"key":"10.1016\/S0927-0507(06)13005-4_bib059","doi-asserted-by":"crossref","first-page":"343","DOI":"10.1098\/rsta.1895.0010","article-title":"Contributions to the mathematical theory of evolution II: Skew variation in homogeneous material","volume":"186","author":"Pearson","year":"1895","journal-title":"Philosophical Transactions of the Royal Society A"},{"key":"10.1016\/S0927-0507(06)13005-4_bib060","doi-asserted-by":"crossref","first-page":"78","DOI":"10.1145\/360827.360840","article-title":"An approximate method for generating asymmetric random variables","volume":"17","author":"Ramberg","year":"1974","journal-title":"Communications of the ACM"},{"key":"10.1016\/S0927-0507(06)13005-4_bib061","doi-asserted-by":"crossref","first-page":"470","DOI":"10.1214\/aoms\/1177729394","article-title":"Remarks on a multivariate transformation","volume":"23","author":"Rosenblatt","year":"1952","journal-title":"Annals of Mathematical Statistics"},{"key":"10.1016\/S0927-0507(06)13005-4_bib062","doi-asserted-by":"crossref","first-page":"832","DOI":"10.1214\/aoms\/1177728190","article-title":"Remarks on some nonparametric estimates of a density function","volume":"27","author":"Rosenblatt","year":"1956","journal-title":"Annals of Mathematical Statistics"},{"key":"10.1016\/S0927-0507(06)13005-4_bib063","doi-asserted-by":"crossref","first-page":"176","DOI":"10.1080\/05695557708975140","article-title":"A versatile fourparameter family of probability distributions, suitable for simulation","volume":"9","author":"Schmeiser","year":"1977","journal-title":"AIIE Transactions"},{"key":"10.1016\/S0927-0507(06)13005-4_bib064","doi-asserted-by":"crossref","first-page":"355","DOI":"10.1287\/opre.30.2.355","article-title":"Bivariate gamma random vectors","volume":"30","author":"Schmeiser","year":"1982","journal-title":"Operations Research"},{"year":"1982","author":"Silverman","series-title":"Density Estimation for Statistics and Data Analysis","key":"10.1016\/S0927-0507(06)13005-4_bib065"},{"key":"10.1016\/S0927-0507(06)13005-4_bib066","first-page":"229","article-title":"Fonctions de r\u00e9partition \u00e0n dimensions et leurs marges","volume":"8","author":"Sklar","year":"1959","journal-title":"Publications de l'Institut Statistique de l'Universit\u00e9 de Paris"},{"key":"10.1016\/S0927-0507(06)13005-4_bib067","series-title":"Proceedings of the 1996 Winter Simulation Conference","first-page":"1457","article-title":"Multivariate input modeling with Johnson distributions","author":"Stanfield","year":"1996"},{"year":"1987","author":"Stuart","series-title":"Kendall's Advanced Theory of Statistics","key":"10.1016\/S0927-0507(06)13005-4_bib068"},{"year":"1990","author":"Tong","series-title":"The Multivariate Normal Distribution","key":"10.1016\/S0927-0507(06)13005-4_bib069"},{"key":"10.1016\/S0927-0507(06)13005-4_bib070","doi-asserted-by":"crossref","first-page":"163","DOI":"10.1145\/217853.217854","article-title":"Graphical interactive simulation input modeling with bivariate B\u00e9zier distributions","volume":"5","author":"Wagner","year":"1995","journal-title":"ACM Transactions on Modeling and Computer Simulation"},{"key":"10.1016\/S0927-0507(06)13005-4_bib071","series-title":"Proceedings of the 1996 Winter Simulation Conference","first-page":"1448","article-title":"Recent developments in input modeling with B\u00e9zier distributions","author":"Wagner","year":"1996"},{"key":"10.1016\/S0927-0507(06)13005-4_bib072","doi-asserted-by":"crossref","first-page":"253","DOI":"10.1145\/355744.355749","article-title":"An efficient method for generating discrete random variables with general distributions","volume":"3","author":"Walker","year":"1977","journal-title":"ACM Transactions on Mathematical Software"},{"year":"1995","author":"Wand","series-title":"Kernel Smoothing","key":"10.1016\/S0927-0507(06)13005-4_bib073"},{"key":"10.1016\/S0927-0507(06)13005-4_bib074","doi-asserted-by":"crossref","first-page":"305","DOI":"10.1145\/290274.290317","article-title":"Automatic modeling of file system workloads using two-level arrival processes","volume":"8","author":"Ware","year":"1998","journal-title":"ACM Transactions on Modeling and Computer Simulation"},{"key":"10.1016\/S0927-0507(06)13005-4_bib075","doi-asserted-by":"crossref","first-page":"1280","DOI":"10.1214\/aos\/1176343660","article-title":"Bivariate distributions with given marginals","volume":"4","author":"Whitt","year":"1976","journal-title":"The Annals of Statistics"}],"container-title":["Handbooks in Operations Research and Management Science","Simulation"],"original-title":[],"language":"en","deposited":{"date-parts":[[2025,1,10]],"date-time":"2025-01-10T15:44:08Z","timestamp":1736523848000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0927050706130054"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006]]},"ISBN":["9780444514288"],"references-count":75,"URL":"https:\/\/doi.org\/10.1016\/s0927-0507(06)13005-4","relation":{},"ISSN":["0927-0507"],"issn-type":[{"type":"print","value":"0927-0507"}],"subject":[],"published":{"date-parts":[[2006]]}}}