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]

@article{AvramidisCL09,
  title = {Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence},
  author = {Athanassios N. Avramidis and Nabil Channouf and Pierre L Ecuyer},
  year = {2009},
  doi = {10.1287/ijoc.1080.0281},
  url = {http://dx.doi.org/10.1287/ijoc.1080.0281},
  researchr = {https://researchr.org/publication/AvramidisCL09},
  cites = {0},
  citedby = {0},
  journal = {INFORMS Journal on Computing},
  volume = {21},
  number = {1},
  pages = {88-106},
}