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Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence

Athanassios N. Avramidis, Nabil Channouf, Pierre L Ecuyer. Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. INFORMS Journal on Computing, 21(1):88-106, 2009. [doi]

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