Bibliography
Journal Article
A short note on multivariate dependence modeling
,
: Kybernetika vol.49, 3 (2013), p. 420-432
: GAP403/12/2175, GA ČR
: multivariate distribution, dependence, copula
: http://library.utia.cas.cz/separaty/2014/MTR/jirousek-0427848.pdf
(eng): In the paper the problem of description of dependent variables is tackled using the well known Iterative Proportional Fitting Procedure. The proposed solution is not an exact mathematical solution of a marginal problem but just its approximation applicable in many practical situations like Monte Carlo sampling. This is why the authors deal not only with the consistent case, when the iterative procedure converges, but also with the inconsistent non-converging case.
: IN