@inproceedings{henchicoo00wsc,
	abstract = {Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by this result we consider the generation of quasi-random vectors with given marginals and given correlation matrix. We extend the ``Normal To Anything'' (NORTA) method, introduced by Cario and Nelson, to this context, and term the extension the ``Quasi-Random to Anything'' (QUARTA) method.},
	address = {Piscataway NJ},
	author = {Henderson,S.~G. and Chiera,B.~A. and Cooke,R.~M.},
	booktitle = {Proceedings of the 2000 Winter Simulation Conference},
	date-added = {2016-01-10 16:07:54 +0000},
	date-modified = {2016-01-10 16:07:54 +0000},
	editor = {Joines,J.~A. and Barton,R.~R. and Kang,K. and Fishwick,P.~A.},
	pages = {527--536},
	publisher = {IEEE},
	title = {Generating ``dependent'' quasi-random numbers},
	url_paper = {pubs/depqrn.pdf},
	year = 2000}

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