Sciweavers

WSC
2001

Chessboard distributions

13 years 5 months ago
Chessboard distributions
We review chessboard distributions for modeling partially specified finite-dimensional random vectors. Chessboard distributions can match a given set of marginals, a given covariance structure, and various other constraints on the distribution of a random vector. It is necessary to solve a potentially large linear program to set up a chessboard distribution, but random vectors can then be rapidly generated.
Soumyadip Ghosh, Shane G. Henderson
Added 31 Oct 2010
Updated 31 Oct 2010
Type Conference
Year 2001
Where WSC
Authors Soumyadip Ghosh, Shane G. Henderson
Comments (0)