Construction of multidimensional discrete distributions with preassigned correlation structure
Автор: Novosyolov A.A.
Журнал: Сибирский аэрокосмический журнал @vestnik-sibsau
Рубрика: Кибернетика, системный анализ, приложения
Статья в выпуске: 5 (31), 2010 года.
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The paper is devoted to methods of construction of multidimensional discrete distributions with preassigned correlation structure and marginal distributions. The methods are based on mixture of the basic distributions and on decision of some optimization problems.
Discrete distribution, correlation, mixture, copula
Короткий адрес: https://sciup.org/148176355
IDR: 148176355
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