Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
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Publication:2250657
DOI10.1007/BF02294317zbMATH Open1291.62211OpenAlexW4249813425MaRDI QIDQ2250657FDOQ2250657
Authors: Todd C. Headrick, Shlomo S. Sawilowsky 
Publication date: 18 July 2014
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02294317
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Applications of statistics to psychology (62P15) Approximations to statistical distributions (nonasymptotic) (62E17)
Cites Work
- An approximate method for generating asymmetric random variables
- A method for simulating non-normal distributions
- SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
- Cumulative Frequency Functions
- Simulating multivariate nonnormal distributions
- On simulating non-normal distributions
- Sample and population score matrices and sample correlation matrices from an arbitrary population correlation matrix
Cited In (28)
- Comparison of aligned Friedman rank and parametric methods for testing interactions in split-plot designs
- 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
- The power method transformation: its probability density function, distribution function, and its further use for fitting data
- A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
- Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis
- Statistical plasmode simulations-potentials, challenges and recommendations
- On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates
- Generating multivariate ordinal data via entropy principles
- A Method for Simulating Multivariate Non Normal Distributions with Specified Standardized Cumulants and Intraclass Correlation Coefficients
- Generating correlated, non-normally distributed data using a non-linear structural model
- How general is the Vale-Maurelli simulation approach?
- Modelling of many correlated and skewed random variables
- Simulating non-normal distributions with specified \(L\)-moments and \(L\)-correlations
- A Method for Simulating Correlated Non-Normal Systems of Linear Statistical Equations
- On the solution multiplicity of the Fleishman method and its impact in simulation studies
- Statistical simulation based on right skewed distributions
- Properties of the rank transformation in factorial analysis of covariance
- A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions
- A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation
- Statistical simulation. Power method polynomials and other transformations
- Paired-Samples Tests of Equivalence
- On simulating multivariate non-normal distributions from the generalized lambda distribution
- Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
- Computing the real solutions of Fleishman's equations for simulating non‐normal data
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