Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
Year of publication: |
2014
|
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Authors: | Avramidis, Athanassios N. |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 26.2014, 2, p. 269-279
|
Subject: | statistics | multivariate distribution | unbounded discrete distribution | correlation | Gaussian copula | Theorie | Theory | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Korrelation | Correlation | Wahrscheinlichkeitsrechnung | Probability theory |
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