Statistical simulation. Power method polynomials and other transformations
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Publication:3405503
DOI10.1201/9781420064919zbMATH Open1187.65007OpenAlexW4214603561MaRDI QIDQ3405503FDOQ3405503
Authors: Todd C. Headrick 
Publication date: 16 February 2010
Full work available at URL: https://doi.org/10.1201/9781420064919
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Cited In (39)
- A characterization of power method transformations through the method of percentiles
- Simulating from polynomial-normal distributions
- The t-transformed power method distributions for simulating univariate and multivariate non-normal distributions
- Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation
- Simulated power functions
- Computing the Point-biserial Correlation under Any Underlying Continuous Distribution
- BinNor: An R Package for Concurrent Generation of Binary and Normal Data
- 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
- Simulation of the \(p\)-generalized Gaussian distribution
- Title not available (Why is that?)
- Mixed data generation packages and related computational tools in R
- Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis
- Generating multivariate ordinal data via entropy principles
- A method for simulating Burr type III and type XII distributions through \(L\)-moments and \(L\)-correlations
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING
- A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization
- 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
- Simulating non-normal distributions with specified \(L\)-moments and \(L\)-correlations
- Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles
- A Method for Simulating Correlated Non-Normal Systems of Linear Statistical Equations
- A doubling method for the generalized lambda distribution
- On the solution multiplicity of the Fleishman method and its impact in simulation studies
- Approximation and simulation of probability distributions with a variable kurtosis value
- Characterizing Tukey \(h\) and \(hh\)-distributions through \(L\)-moments and the \(L\)-correlation
- On the order statistics of standard normal-based power method distributions
- Power method distributions through conventional moments and \(L\)-moments
- Understanding uncertainty shocks and the role of black swans
- 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
- An \(L\)-moment-based analog for the Schmeiser-Deutsch class of distributions
- Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
- Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
- On Box-Muller transformation and simulation of normal record data
- A characterization of the Burr Type III and Type XII distributions through the method of percentiles and the Spearman correlation
- Computing the real solutions of Fleishman's equations for simulating non‐normal data
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