Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence
DOI10.1287/IJOC.1080.0281zbMATH Open1243.62081OpenAlexW2031790563MaRDI QIDQ2901049FDOQ2901049
Authors: Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer 
Publication date: 28 July 2012
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/150001/1/ijoc_NORTA.pdf
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- Rate-based daily arrival process models with application to call centers
- The combined model: a tool for simulating correlated counts with overdispersion
- Matching the grade correlation coefficient using a copula with maximum disorder
- Simultaneous generation of multivariate mixed data with Poisson and normal marginals
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- Generating correlated random vector involving discrete variables
- Behavior of the NORTA method for correlated random vector generation as the dimension increases
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