Sampling multivariate count variables with prespecified Pearson correlation using marginal regular vine copulas

DOI10.3969/J.ISSN.0253-2778.2020.10.002zbMath1474.62026OpenAlexW3125165374MaRDI QIDQ4984761

Taizhong Hu, Zhenfei Yuan

Publication date: 26 April 2021

Full work available at URL: http://just.ustc.edu.cn/EN/10.3969/j.issn.0253-2778.2020.10.002

zbMATH Keywords

C-vine copulamarginal regular vine copulamultivariate count random variableNaive sampling method

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sampling theory, sample surveys (62D05)

Related Items (1)

countvar

Uses Software

• Python
• PyPI

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