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Matching a correlation coefficient by a Gaussian copula - MaRDI portal

Matching a correlation coefficient by a Gaussian copula (Q5078373)

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scientific article; zbMATH DE number 7530847
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Matching a correlation coefficient by a Gaussian copula
scientific article; zbMATH DE number 7530847

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    Matching a correlation coefficient by a Gaussian copula (English)
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    23 May 2022
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    correlation coefficient
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    continuous variables
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    discrete variables
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    Gaussian copula
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    Mehler's formula
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