Simulation of correlated Poisson variables

DOI10.1002/ASMB.2072MaRDI QIDQ6574664FDOQ6574664

Authors: Alessandro Barbiero, Pier Alda Ferrari 

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Gaussian copulacorrelation matrixstochastic simulationmultivariate control chartmarginal distributionsdiscrete multivariate distributions

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• On the range of correlation coefficients of bivariate ordered discrete random variables.

Cited In (1)

• The generalized linear model-based exponentially weighted moving average and cumulative sum charts for the monitoring of high-quality processes

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