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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 Journal on Computing, 21(1):88-106, 2009. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Fitting Discrete Multivariate Distributions with Unbounded Marginals and Normal-copula DependenceAthanassios N. Avramidis. wsc 2009: 452-458 [doi] Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous MarginalsNabil Channouf, Pierre L Ecuyer. wsc 2009: 352-358 [doi] Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank CorrelationAthanassios N. Avramidis. informs, 26(2):269-279, 2014. [doi]
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