Imputing continuous data under some non‐Gaussian distributions
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Cites work
- scientific article; zbMATH DE number 1294360 (Why is no real title available?)
- scientific article; zbMATH DE number 2140075 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- A method for simulating non-normal distributions
- Cumulative Frequency Functions
- Generating random deviates from multivariate Pearson distributions
- Missing data imputation using the multivariate \(t\) distribution
- Multiple Imputation After 18+ Years
- On the performance of bias-reduction techniques for variance estimation in approximate Bayesian bootstrap imputation
- Practical Advice on How to Impute Continuous Data When the Ultimate Interest Centers on Dichotomized Outcomes Through Pre-Specified Thresholds
- Simulation driven inferences for multiply imputed longitudinal datasets*
Cited in
(10)- Multiple imputation for bounded variables
- A multiple imputation method for non-Gaussian data
- Multiple imputation in the presence of non-normal data
- Multiple Imputation for Longitudinal Data Under a Bayesian Multilevel Model
- A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization
- Imputation for skewed data: multivariate Lomax case
- Multiple imputation using multivariate gh transformations
- Fitting non-Gaussian persistent data
- On the stationary distribution of iterative imputations
- A general approach for imputation of non-normal continuous data based on copula transformation
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