Multivariate Distributions with Fixed Marginals and Correlations (Q2949858)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Distributions with Fixed Marginals and Correlations |
scientific article |
Statements
Multivariate Distributions with Fixed Marginals and Correlations (English)
0 references
2 October 2015
0 references
multivariate
0 references
copula
0 references
correlation
0 references
Monte Carlo algorithm
0 references
Fréchet-Hoeffding bounds
0 references
marginal distributions functions
0 references
Bernoulli random variables
0 references
