Inducing a Target Association between Ordinal Variables by Using a Parametric Copula Family

The need for building and generating statistically dependent random variables arises in various fields of study where simulation has proven to be a useful tool. In this work, we present an approach for constructing ordinal variables with arbitrarily assigned marginal distributions and value of asso...

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Bibliographic Details
Main Author: Alessandro Barbiero
Format: Article
Language:English
Published: Austrian Statistical Society 2020-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/1116