Generating correlated random vector involving discrete variables
Author:
Affiliation:
1. Hunan Engineering Laboratory for Photovoltaic System Control and Optimization, Xiangtan, Hunan Province, China
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2015.1024860
Reference17 articles.
1. Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation
2. Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence
3. Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations
4. Structural Reliability under Incomplete Probability Information
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