Pages that link to "Item:Q1055149"
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The following pages link to Simulating multivariate nonnormal distributions (Q1055149):
Displaying 50 items.
- A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization (Q333373) (← links)
- On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates (Q463098) (← links)
- Consistent partial least squares for nonlinear structural equation models (Q487596) (← links)
- Asymptotic robustness study of the polychoric correlation estimation (Q525223) (← links)
- A test of concordance based on Gini's mean difference (Q635890) (← links)
- Nonparametric estimation of a latent variable model (Q730430) (← links)
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
- Using EM algorithm for finite mixtures and reformed supplemented EM for MIRT calibration (Q823877) (← links)
- Generating scenario trees: a parallel integrated simulation-optimization approach (Q847184) (← links)
- Generating multivariate correlated samples (Q880897) (← links)
- Testing structural equation models: the effect of kurtosis (Q901622) (← links)
- Generating correlated, non-normally distributed data using a non-linear structural model (Q906044) (← links)
- How general is the Vale-Maurelli simulation approach? (Q906054) (← links)
- A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation (Q956985) (← links)
- On simulating multivariate non-normal distributions from the generalized lambda distribution (Q959414) (← links)
- Developing sorting models using preference disaggregation analysis: an experimental investigation. (Q1420443) (← links)
- Consistent and asymptotically normal PLS estimators for linear structural equations (Q1623717) (← links)
- Some improvements in confidence intervals for standardized regression coefficients (Q1695735) (← links)
- Covariance model simulation using regular vines (Q1695739) (← links)
- A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix (Q1775958) (← links)
- Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions. (Q1852884) (← links)
- Using randomization test when errors are unequally correlated (Q1896058) (← links)
- A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation (Q1954438) (← links)
- Data generation for composite-based structural equation modeling methods (Q2022482) (← links)
- Goodman and Kruskal's gamma coefficient for ordinalized bivariate normal distributions (Q2065248) (← links)
- Estimation of trace-variogram using Legendre-Gauss quadrature (Q2083421) (← links)
- On identification and non-normal simulation in ordinal covariance and item response models (Q2177739) (← links)
- Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method (Q2250657) (← links)
- How robust is the modified sequential triangular test of a correlation coefficient against nonnormality of the basic variables? (Q2323274) (← links)
- Robustness of the test of a product moment correlation coefficient under nonnormality (Q2323284) (← links)
- A problem with discretizing Vale-Maurelli in simulation studies (Q2331181) (← links)
- Combination-Based Permutation Tests: Equipower Property and Power Behavior in Presence of Correlation (Q2807642) (← links)
- A New Approach to Rank Several Multivariate Normal Populations with Application to Life Cycle Assessment (Q2816687) (← links)
- Computing the Point-biserial Correlation under Any Underlying Continuous Distribution (Q2821040) (← links)
- Concurrent generation of binary and nonnormal continuous data through fifth-order power polynomials (Q2965576) (← links)
- The power method transformation: its probability density function, distribution function, and its further use for fitting data (Q3446970) (← links)
- Covariate measurement error correction methods in mediation analysis with failure time data (Q3465360) (← links)
- An empirical study of the type I error rate and power for some selected normal-theory and nonparametric tests of the independence of two sets of variables (Q3471458) (← links)
- A Method to Generate Multivariate Data with the Desired Moments (Q3543746) (← links)
- Analysis of Type I Error Rates of Univariate and Multivariate Procedures in Repeated Measures Designs (Q3577187) (← links)
- Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation (Q3625286) (← links)
- An empirical study of five multivariate tests for the single-factor repeated measures model (Q4369365) (← links)
- TYPE I ERROR CONTROL OF TWO-GROUP MULTIVARIATE TESTS ON MEANS UNDER CONDITIONS OF HETEROGENEOUS CORRELATION STRUCTURE AND VARIED MULTIVARIATE DISTRIBUTIONS (Q4416930) (← links)
- Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis (Q4638780) (← links)
- On the Development of an Outranking Relation for Ordinal Classification Problems: An Experimental Investigation of a New Methodology (Q4806376) (← links)
- Large eddy simulation of a turbulent flame using tabulated chemistry with a novel multivariate PDF (Q5031525) (← links)
- Estimation of bias-corrected intraclass correlation coefficient for unbalanced clustered studies with continuous outcomes (Q5055162) (← links)
- Dependency and truncated forms of combinations in multivariate combination-based permutation tests and ordered categorical variables (Q5221556) (← links)
- BinNor: An R Package for Concurrent Generation of Binary and Normal Data (Q5415871) (← links)
- A Note on the Relationship Between the Phi Coefficient and the Tetrachoric Correlation Under Nonnormal Underlying Distributions (Q5884427) (← links)
