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Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence
Avramidis, Athanassios N.; Channouf, Nabil; L'Ecuyer, Pierre - In: INFORMS journal on computing : JOC 21 (2009) 1, pp. 88-106
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008213936
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Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence
Avramidis, Athanassios N.; Channouf, Nabil; L'Ecuyer, Pierre - In: INFORMS journal on computing : JOC 21 (2009) 1, pp. 88-106
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003896670