GenOrd (Q26526)
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Simulation of Discrete Random Variables with Marginal Distributions and Correlation Matrix and via a Gaussian or Student's t Copula
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | GenOrd |
Simulation of Discrete Random Variables with Marginal Distributions and Correlation Matrix and via a Gaussian or Student's t Copula |
Statements
3 July 2026
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A Gaussian or Student's t copula-based procedure for generating samples from discrete random variables with prescribed correlation matrix and marginal distributions.
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Pier Alda Ferrari
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Identifiers
1 January 2021
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