We develop a computational approach for establishing whether a given covariance matrix is feasible for a given set of marginals.

Jul 6, 2001 · A covariance matrix is said to be feasible for a given set of marginal distributions if a random vector exists with these characteristics. We ...

A covariance matrix is said to be feasible for a given set of marginal distributions if a random vector exists with these characteristics. A computational ...

Chessboard Distributions and Random Vectors with Specified Marginals and. Covariance Matrix. Operations Research. Volume ??, Number ??, ?? Soumyadip Ghosh and ...

We develop a computational approach for establishing whether a given covariance matrix is feasible for a given set of marginals. The approach is used to ...

Chessboard distributions can match a given set of marginals, a given covariance structure, and various other constraints on the distribution of a random vector.

Chessboard distributions can match a given set of marginals, a given covariance structure, and various other constraints on the distribution of a random vector.

Patchwork distributions are a class of distributions for use in simulation that can be used to model finite-dimensional random vectors with given marginal ...

Chessboard distributions and random vectors with specified marginals and covariance matrix. Operations Research,. 50(5):820–834. Ghosh, S. and Henderson ...

Chessboard Distributions and Random Vectors with Specified Marginals and Covariance Matrix · Mathematics. Oper. Res. · 2002.