Multivariate Distributions with Fixed Marginals and Correlations (Q2949858)

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Multivariate Distributions with Fixed Marginals and Correlations
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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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