Simulating multivariate nonnormal distributions

From MaRDI portal
Publication:1055149

DOI10.1007/BF02293687zbMath0521.65003MaRDI QIDQ1055149

Vincent A. Maurelli, C. David Vale

Publication date: 1983

Published in: Psychometrika (Search for Journal in Brave)




Related Items (54)

Large eddy simulation of a turbulent flame using tabulated chemistry with a novel multivariate PDFA Note on the Relationship Between the Phi Coefficient and the Tetrachoric Correlation Under Nonnormal Underlying DistributionsUsing EM algorithm for finite mixtures and reformed supplemented EM for MIRT calibrationConsistent and asymptotically normal PLS estimators for linear structural equationsThe power method transformation: its probability density function, distribution function, and its further use for fitting dataEstimation of bias-corrected intraclass correlation coefficient for unbalanced clustered studies with continuous outcomesOn the Development of an Outranking Relation for Ordinal Classification Problems: An Experimental Investigation of a New MethodologyGenerating scenario trees: a parallel integrated simulation-optimization approachUsing randomization test when errors are unequally correlatedA nonnormal look at polychoric correlations: modeling the change in correlations before and after discretizationCovariate measurement error correction methods in mediation analysis with failure time dataAn 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 variablesOn identification and non-normal simulation in ordinal covariance and item response modelsGenerating multivariate correlated samplesStability of principal components under normal and non-normal parent populations and different covariance structures scenariosComputing the real solutions of Fleishman's equations for simulating non‐normal dataTheoretical considerations when simulating data from the g‐and‐h family of distributionsSome improvements in confidence intervals for standardized regression coefficientsCovariance model simulation using regular vinesTesting structural equation models: the effect of kurtosisConcurrent generation of binary and nonnormal continuous data through fifth-order power polynomialsGenerating correlated, non-normally distributed data using a non-linear structural modelHow general is the Vale-Maurelli simulation approach?A test of concordance based on Gini's mean differenceA method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlationDeveloping sorting models using preference disaggregation analysis: an experimental investigation.Quantile composite-based path modeling: algorithms, properties and applicationsOn robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimatesA Method to Generate Multivariate Data with the Desired MomentsConsistent partial least squares for nonlinear structural equation modelsAn empirical study of five multivariate tests for the single-factor repeated measures modelAsymptotic confidence intervals for the Pearson correlation via skewness and kurtosisA method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimationSimulating correlated multivariate nonnormal distributions: extending the Fleishman power methodAsymptotic robustness study of the polychoric correlation estimationOn simulating multivariate non-normal distributions from the generalized lambda distributionBinNor: An R Package for Concurrent Generation of Binary and Normal DataAnalysis of Type I Error Rates of Univariate and Multivariate Procedures in Repeated Measures DesignsA heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrixData generation for composite-based structural equation modeling methodsTYPE I ERROR CONTROL OF TWO-GROUP MULTIVARIATE TESTS ON MEANS UNDER CONDITIONS OF HETEROGENEOUS CORRELATION STRUCTURE AND VARIED MULTIVARIATE DISTRIBUTIONSNonparametric estimation of a latent variable modelCombination-Based Permutation Tests: Equipower Property and Power Behavior in Presence of CorrelationSimulating Controlled Variate and Rank Correlations Based on the Power Method TransformationThe normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behaviorA New Approach to Rank Several Multivariate Normal Populations with Application to Life Cycle AssessmentDependency and truncated forms of combinations in multivariate combination-based permutation tests and ordered categorical variablesComputing the Point-biserial Correlation under Any Underlying Continuous DistributionGoodman and Kruskal's gamma coefficient for ordinalized bivariate normal distributionsHow 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 nonnormalityEstimation of trace-variogram using Legendre-Gauss quadratureA problem with discretizing Vale-Maurelli in simulation studiesFast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.



Cites Work


This page was built for publication: Simulating multivariate nonnormal distributions