Using Gaussian copula to simulate repetitive projects
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References listed on IDEAS
- Philip M. Lurie & Matthew S. Goldberg, 1998. "An Approximate Method for Sampling Correlated Random Variables from Partially-Specified Distributions," Management Science, INFORMS, pages 203-218.
- Malik Ranasinghe, 2000. "Impact of correlation and induced correlation on the estimation of project cost of buildings," Construction Management and Economics, Taylor & Francis Journals, vol. 18(4), pages 395-406.
- Robert T. Clemen & Terence Reilly, 1999. "Correlations and Copulas for Decision and Risk Analysis," Management Science, INFORMS, pages 208-224.
- David Wall, 1997. "Distributions and correlations in Monte Carlo simulation," Construction Management and Economics, Taylor & Francis Journals, vol. 15(3), pages 241-258.
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KeywordsCopula; simulation; stochastic estimation; risk management; repetitive project;
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