Pages that link to "Item:Q2901049"
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The following pages link to Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence (Q2901049):
Displaying 13 items.
- NORTA for portfolio credit risk (Q2288893) (← links)
- Copula regression models for discrete and mixed bivariate responses (Q2321793) (← links)
- Matching the grade correlation coefficient using a copula with maximum disorder (Q2469804) (← links)
- C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions (Q2815446) (← links)
- The Combined Model: A Tool for Simulating Correlated Counts with Overdispersion (Q2821015) (← links)
- Constructing Discrete Unbounded Distributions with Gaussian-Copula Dependence and Given Rank Correlation (Q2962555) (← links)
- Generating correlated random vector involving discrete variables (Q2979941) (← links)
- Behavior of the NORTA method for correlated random vector generation as the dimension increases (Q4564837) (← links)
- A normal copula model for the arrival process in a call center (Q4929089) (← links)
- Matching a correlation coefficient by a Gaussian copula (Q5078373) (← links)
- Simultaneous generation of multivariate mixed data with Poisson and normal marginals (Q5222269) (← links)
- On generating multivariate Poisson data in management science applications (Q5414499) (← links)
- Rate-Based Daily Arrival Process Models with Application to Call Centers (Q5740227) (← links)
