Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
Athanassios N. Avramidis
| Year of publication: |
2014
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|---|---|
| Authors: | Avramidis, Athanassios N. |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 26.2014, 2, p. 269-279
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| Subject: | statistics | multivariate distribution | unbounded discrete distribution | correlation | Gaussian copula | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Korrelation | Correlation | Multivariate Analyse | Multivariate analysis | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010362443