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