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An algorithm for generating positively correlated Beta-distributed random variables with known marginal distributions and a specified correlation

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  • Magnussen, Steen

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  • Magnussen, Steen, 2004. "An algorithm for generating positively correlated Beta-distributed random variables with known marginal distributions and a specified correlation," Computational Statistics & Data Analysis, Elsevier, vol. 46(2), pages 397-406, June.
    • Handle: RePEc:eee:csdana:v:46:y:2004:i:2:p:397-406
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    Cited by:

    1. Susanne Trick & Constantin A. Rothkopf & Frank Jäkel, 2023. "Parameter estimation for a bivariate beta distribution with arbitrary beta marginals and positive correlation," METRON, Springer;Sapienza Università di Roma, vol. 81(2), pages 163-180, August.
    2. Arnold Barry C. & Arvanitis Matthew, 2021. "On a general class of gamma based copulas," Dependence Modeling, De Gruyter, vol. 9(1), pages 374-384, January.

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