A method for simulating non-normal distributions

Cited In (89)

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Computing the Point-biserial Correlation under Any Underlying Continuous Distribution
The power method transformation: its probability density function, distribution function, and its further use for fitting data
Concurrent generation of binary and nonnormal continuous data through fifth-order power polynomials
A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
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A Method to Generate Multivariate Data with the Desired Moments
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Bootstrap validity for the score test when instruments may be weak
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Order selection in finite mixtures of linear regressions
Data generation for composite-based structural equation modeling methods
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Raw data maximum likelihood estimation for common principal component models: a state space approach
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TYPE I ERROR CONTROL OF TWO-GROUP MULTIVARIATE TESTS ON MEANS UNDER CONDITIONS OF HETEROGENEOUS CORRELATION STRUCTURE AND VARIED MULTIVARIATE DISTRIBUTIONS
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Latent profile analysis with nonnormal mixtures: a Monte Carlo examination of model selection using fit indices
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How robust are tests for two independent samples?
HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING
A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization
Subset hypotheses testing and instrument exclusion in the linear IV regression
Analysis of Type I Error Rates of Univariate and Multivariate Procedures in Repeated Measures Designs
The two-sample \(t\) test: pre-testing its assumptions does not pay off
A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix
Generating correlated, non-normally distributed data using a non-linear structural model
How general is the Vale-Maurelli simulation approach?
A Note on the Relationship Between the Phi Coefficient and the Tetrachoric Correlation Under Nonnormal Underlying Distributions
Consistent partial least squares for nonlinear structural equation models
An empirical study of five multivariate tests for the single-factor repeated measures model
About the calculation of the coefficients of the Fleishman distributions
Analysis of unbalanced factorial designs with heteroscedastic data
Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
Simulating multivariate nonnormal distributions
Rank tests for short memory stationarity
Properties of the rank transformation in factorial analysis of covariance
MonteCarloSEM
Algorithms for propagating uncertainty across heterogeneous domains
Type I error rates, power, and sample sizes for two-stage solutions to the Behrens-Fisher problem when population distributions are non-normal
A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation
Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
On simulating multivariate non-normal distributions from the generalized lambda distribution
Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
SimMultiCorrData
SimCorrMix
Consistent and asymptotically normal PLS estimators for linear structural equations
Testing structural equation models: the effect of kurtosis
Linear dimension reduction in classification: adaptive procedure for optimum results
Asymptotic robustness study of the polychoric correlation estimation
A characterization of power method transformations through the method of percentiles
Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality
Simulating from polynomial-normal distributions
The t-transformed power method distributions for simulating univariate and multivariate non-normal distributions
How robust is the modified sequential triangular test of a correlation coefficient against nonnormality of the basic variables?
Robustness of the test of a product moment correlation coefficient under nonnormality
Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation
Kurtosis analysis in GARCH models with Gram-Charlier-like innovations
Goodness and lack of fit tests to pretest normality when comparing means
Easy and flexible mixture distributions
RobustI-sample analysis of means type randomization tests for variances
BinNor: An R Package for Concurrent Generation of Binary and Normal Data
Inverse Modeling: Glue-Package-Die Problem
Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis
Stability of principal components under normal and non-normal parent populations and different covariance structures scenarios
Analysis of Means Type Tests for Variances Using Subsampling and Jackknifing
Multi-period descriptive sampling for scenario generation applied to the stochastic capacitated lot-sizing problem
Modified models and simulations for estimating dynamic functional connectivity in resting state functional magnetic resonance imaging
A monte carlo study of the friedman and conover tests in the single-factor repeated measures design
First Passage Dynamic Reliability Analysis of Non-Stationary and Non-Gaussian Buffeting Random Dynamic Responses of Long-Span Suspension Bridge
A partial posterior p value test for multilevel mediation
Simulating non-normal distributions with specified \(L\)-moments and \(L\)-correlations
Two non-parametric, analysis-of-means-type tests for homogeneity of variances
Quantile composite-based path modeling: algorithms, properties and applications
Threshold spatial autoregressive model
Probability of sufficiency of Solvency II reserve risk margins: practical approximations
Scenario generation in stochastic programming using principal component analysis based on moment-matching approach
Computing the real solutions of Fleishman's equations for simulating non‐normal data
Theoretical considerations when simulating data from the g‐and‐h family of distributions
Asymptotic inferences in a doubly-semi-parametric linear longitudinal mixed model

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