A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation
From MaRDI portal
Publication:1954438
DOI10.5402/2012/980827zbMath1264.60016OpenAlexW2134313208WikidataQ58905628 ScholiaQ58905628MaRDI QIDQ1954438
Mohan D. Pant, Todd C. Headrick
Publication date: 11 June 2013
Published in: ISRN Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5402/2012/980827
Related Items (2)
A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions ⋮ A method for simulating Burr type III and type XII distributions through \(L\)-moments and \(L\)-correlations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Characterizing the generalized lambda distribution by L-moments
- A method for simulating non-normal distributions
- On simulating multivariate non-normal distributions from the generalized lambda distribution
- L-moments and TL-moments of the generalized lambda distribution
- Simulating multivariate nonnormal distributions
- Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
- On some expressions for variance, covariance, skewness and L-moments
- Characterizing Tukey \(h\) and \(hh\)-distributions through \(L\)-moments and the \(L\)-correlation
- Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
- A contribution to multivariate L-moments: L-comoment matrices
- Statistical Simulation
- A Probability Distribution and Its Uses in Fitting Data
- An approximate method for generating asymmetric random variables
- Handbook of Fitting Statistical Distributions with R
This page was built for publication: A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation
