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)
Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Mathematical psychology (91E99) Probabilistic methods, stochastic differential equations (65C99)
Related Items (54)
Large eddy simulation of a turbulent flame using tabulated chemistry with a novel multivariate PDF ⋮ A Note on the Relationship Between the Phi Coefficient and the Tetrachoric Correlation Under Nonnormal Underlying Distributions ⋮ Using EM algorithm for finite mixtures and reformed supplemented EM for MIRT calibration ⋮ Consistent and asymptotically normal PLS estimators for linear structural equations ⋮ The power method transformation: its probability density function, distribution function, and its further use for fitting data ⋮ Estimation of bias-corrected intraclass correlation coefficient for unbalanced clustered studies with continuous outcomes ⋮ On the Development of an Outranking Relation for Ordinal Classification Problems: An Experimental Investigation of a New Methodology ⋮ Generating scenario trees: a parallel integrated simulation-optimization approach ⋮ Using randomization test when errors are unequally correlated ⋮ A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization ⋮ Covariate measurement error correction methods in mediation analysis with failure time data ⋮ 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 ⋮ On identification and non-normal simulation in ordinal covariance and item response models ⋮ Generating multivariate correlated samples ⋮ Stability of principal components under normal and non-normal parent populations and different covariance structures scenarios ⋮ 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 ⋮ Some improvements in confidence intervals for standardized regression coefficients ⋮ Covariance model simulation using regular vines ⋮ Testing structural equation models: the effect of kurtosis ⋮ Concurrent generation of binary and nonnormal continuous data through fifth-order power polynomials ⋮ Generating correlated, non-normally distributed data using a non-linear structural model ⋮ How general is the Vale-Maurelli simulation approach? ⋮ A test of concordance based on Gini's mean difference ⋮ A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation ⋮ Developing sorting models using preference disaggregation analysis: an experimental investigation. ⋮ Quantile composite-based path modeling: algorithms, properties and applications ⋮ On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates ⋮ A Method to Generate Multivariate Data with the Desired Moments ⋮ Consistent partial least squares for nonlinear structural equation models ⋮ An empirical study of five multivariate tests for the single-factor repeated measures model ⋮ Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis ⋮ A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation ⋮ Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method ⋮ Asymptotic robustness study of the polychoric correlation estimation ⋮ On simulating multivariate non-normal distributions from the generalized lambda distribution ⋮ BinNor: An R Package for Concurrent Generation of Binary and Normal Data ⋮ Analysis of Type I Error Rates of Univariate and Multivariate Procedures in Repeated Measures Designs ⋮ A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix ⋮ Data generation for composite-based structural equation modeling methods ⋮ TYPE I ERROR CONTROL OF TWO-GROUP MULTIVARIATE TESTS ON MEANS UNDER CONDITIONS OF HETEROGENEOUS CORRELATION STRUCTURE AND VARIED MULTIVARIATE DISTRIBUTIONS ⋮ Nonparametric estimation of a latent variable model ⋮ Combination-Based Permutation Tests: Equipower Property and Power Behavior in Presence of Correlation ⋮ Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation ⋮ The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior ⋮ A New Approach to Rank Several Multivariate Normal Populations with Application to Life Cycle Assessment ⋮ Dependency and truncated forms of combinations in multivariate combination-based permutation tests and ordered categorical variables ⋮ Computing the Point-biserial Correlation under Any Underlying Continuous Distribution ⋮ Goodman and Kruskal's gamma coefficient for ordinalized bivariate 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 ⋮ Estimation of trace-variogram using Legendre-Gauss quadrature ⋮ A problem with discretizing Vale-Maurelli in simulation studies ⋮ Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
Cites Work
This page was built for publication: Simulating multivariate nonnormal distributions