Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/233334| Title: | Inducing a target association between ordinal variables by using a parametric copula family |
| Authors: | Barbiero, A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2019 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the Twelfth Intern. Conf., Minsk, Sept. 18-22, 2019. – Minsk : BSU, 2019. – P. 13-16. |
| Abstract: | 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 arbitrary marginal distributions and association, expressed in terms of either Goodman and Kruskal’s gamma or Pearson’s linear correlation. |
| URI: | http://elib.bsu.by/handle/123456789/233334 |
| ISBN: | 978-985-566-811-5 |
| Appears in Collections: | 2019. Computer Data Analysis and Modeling : Stochastics and Data Science |
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