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"Efficient Correlation Matching for Fitting Discrete Multivariate ..."

Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer (2009)

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DOI: 10.1287/IJOC.1080.0281

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - journals/informs/AvramidisCL09
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Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer:
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. INFORMS J. Comput. 21(1): 88-106 (2009)

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