Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation
Author:
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
General Engineering
Link
https://pubsonline.informs.org/doi/pdf/10.1287/ijoc.2013.0563
Reference19 articles.
1. Stochastic Simulation: Algorithms and Analysis
2. Avramidis AN (2009) Fitting discrete multivariate distributions with unbounded marginals and normal-copula dependence. Rossetti MD, Hill RR, Johansson B, Dunkin A, Ingalls RG, eds.Proc. 2009 Winter Simulation Conf.(Institute of Electrical and Electronics Engineers, Piscataway, NJ), 452–458.
3. Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence
4. Zipf Distribution of U.S. Firm Sizes
5. Modeling and generating multivariate time-series input processes using a vector autoregressive technique
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