Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation

DOI10.1080/03610910701812394MaRDI QIDQ3625286zbMATH OpenOpenAlexFDO

Authors Todd C. Headrick, Simon Y. Aman, T. Mark Beasley

Publication date 12 May 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910701812394

zbMATH Keywords

algorithmcontrolled correlation structurescumulantsMonte Carlonon normalnumerical examplespower method transformationrank-order statisticssimulation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05)

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Cites work

• A method for simulating non-normal distributions
• 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
• An investigation of the rank transformation in multiple regression.
• Comparison of aligned Friedman rank and parametric methods for testing interactions in split-plot designs
• Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
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• scientific article; zbMATH DE number 50740 (Why is no real title available?)
• scientific article; zbMATH DE number 3549968 (Why is no real title available?)
• scientific article; zbMATH DE number 1292563 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• Nonparametric analysis of longitudinal data in factorial experiments
• On the problem of more than one kurtosis parameter in multivariate analysis
• Principal components analysis of sampled functions
• Properties of the rank transformation in factorial analysis of covariance
• Rank Transformations as a Bridge Between Parametric and Nonparametric Statistics
• Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
• Simulating multivariate nonnormal distributions
• The power method transformation: its probability density function, distribution function, and its further use for fitting data

Cited in

(4)

• Statistical simulation. Power method polynomials and other transformations
• The power method transformation: its probability density function, distribution function, and its further use for fitting data
• Monitoring Multi-Attribute Processes Based on NORTA Inverse Transformed Vectors
• Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation

Describes a project that uses

Uses Software

• Mathematica

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