Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence
Year of publication: |
2009
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Authors: | Avramidis, Athanassios N. ; Channouf, Nabil ; L'Ecuyer, Pierre |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 21.2009, 1, p. 88-106
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Subject: | Theorie | Theory | Matching | Statistische Verteilung | Statistical distribution | Korrelation | Correlation |
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