An algorithm for generating positively correlated Beta-distributed random variables with known marginal distributions and a specified correlation
| Year of publication: |
2004
|
|---|---|
| Authors: | Magnussen, Steen |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 46.2004, 2, p. 397-406
|
| Publisher: |
Elsevier |