Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence
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Publication:2901049
DOI10.1287/ijoc.1080.0281zbMath1243.62081OpenAlexW2031790563MaRDI QIDQ2901049
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
Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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