Multivariate Distributions with Fixed Marginals and Correlations
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Publication:2949858
DOI10.1239/jap/1437658619zbMath1331.65014arXiv1311.2002OpenAlexW1497424260MaRDI QIDQ2949858
Publication date: 2 October 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.2002
copulacorrelationMonte Carlo algorithmBernoulli random variablesmultivariateFréchet-Hoeffding boundsmarginal distributions functions
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- Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
- Range of correlation matrices for dependent Bernoulli random variables
- A stochastic process whose successive intervals between events form a first order Markov chain — I
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