Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals

Nabil Channouf, Pierre L Ecuyer. Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals. In Ann Dunkin, Ricki G. Ingalls, Enver Yücesan, Manuel D. Rossetti, Ray Hill, Björn Johansson, editors, Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009. pages 352-358, WSC, 2009. [doi]

Abstract

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