Chessboard Distributions and Random Vectors with Specified Marginals and Covariance Matrix

DOI10.1287/opre.50.5.820.364zbMath1163.65303OpenAlexW1976411104MaRDI QIDQ3635141

Shane G. Henderson, Soumyadip Ghosh

Publication date: 3 July 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/95ef2bb8a493b071e38eb20183b2f138e95fa057

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Random number generation in numerical analysis (65C10)

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