Direct Multivariate Simulation on 6-variable heteroscedastic non-linear distribution unconditional
0Histogram MSE (x10^-5)MST-Direct
Evaluation results
| Method | Links | |
|---|---|---|
| MST-DirectHistogram Type=Marginal (Diagonal), Variables=z1, z2, z3, z4, z5, z62026.05 | 0 | |
| MST-DirectHistogram Type=Bivariate (Off-diagonal), Variables=All pairs of z1-z62026.05 | 0 | |
| PPMTVariables=z1, z3/z4, Histogram Type=Bivariate2026.05 | 1,000 | |
| PPMTVariables=z1, z2, Histogram Type=Bivariate2026.05 | 2,000 | |
| PPMTVariables=z1, z5, Histogram Type=Bivariate2026.05 | 4,000 | |
| PPMTVariable=z4, Histogram Type=Marginal2026.05 | 82,000 | |
| PPMTVariable=z5, Histogram Type=Marginal2026.05 | 90,000 | |
| PPMTVariable=z6, Histogram Type=Marginal2026.05 | 200,000 | |
| PPMTVariable=z2, Histogram Type=Marginal2026.05 | 249,000 | |
| PPMTVariable=z3, Histogram Type=Marginal2026.05 | 262,000 | |
| PPMTVariable=z1, Histogram Type=Marginal2026.05 | 271,000 |