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. - Linthicum, Md : INFORMS, ISSN 0899-1499, ZDB-ID 13160771. - Vol. 21.2009, 1, p. 88-106
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