Generating correlated random vector involving discrete variables
From MaRDI portal
Publication:2979941
DOI10.1080/03610926.2015.1024860zbMath1364.65024OpenAlexW2334239651MaRDI QIDQ2979941
Publication date: 27 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1024860
correlationnumerical exampleGaussian copulaquasi Monte Carlodiscrete distributionfalse position methodNORTA algorithm
Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05)
Related Items
Matching a correlation coefficient by a Gaussian copula, A flexible multivariate model for high-dimensional correlated count data, Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas
Cites Work
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Simulating dependent discrete data
- Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations
- An Algorithm for Fast Generation of Bivariate Poisson Random Vectors
- Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence
- Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation
- Some properties of the bivariate normal distribution considered in the form of a contingency table
- Computational investigations of low-discrepancy sequences
- A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES
- Modeling Multivariate Count Data Using Copulas
