A Method to Generate Multivariate Data with the Desired Moments

DOI10.1080/03610910802311684MaRDI QIDQ3543746zbMATH OpenOpenAlexFDO

Authors Johan Lyhagen

Publication date 4 December 2008

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910802311684

zbMATH Keywords

bootstrapMonte Carloskewness

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cites work

• A method for simulating non-normal distributions
• A Multivariate Gamma-Type Distribution
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• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• On Information and Sufficiency
• On simulating non-normal distributions
• Simulating multivariate nonnormal distributions

Cited in

(4)

• Generating artificial data with preassigned degree of multicollinearity by using singular value decomposition
• scientific article; zbMATH DE number 2033351 (Why is no real title available?)
• Generating multivariate continuous data via the notion of nearest neighbors
• Random orthogonal matrix simulation

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