An algorithm for generating correlated random variables in a class of infinitely divisible distributions

DOI10.1080/00949659808811905MaRDI QIDQ4253299zbMATH OpenOpenAlexFDO

Authors Chul G. Park, Dong Wan Shin

Publication date 9 August 1999

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659808811905

zbMATH Keywords

algorithmAR(1) correlationbanded correlationcorrelated random variablesgeneralized estimating equationsinfinitely divisible distributionsrandom number generationsymmetric correlation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• A method to generate autocorrelated uniform random numbers
• A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix
• scientific article; zbMATH DE number 3169075 (Why is no real title available?)
• Longitudinal data analysis using generalized linear models
• Models for Longitudinal Data: A Generalized Estimating Equation Approach

Cited in

(21)

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• Generalized additive partial linear models for analyzing correlated data
• Working correlation structure selection in GEE analysis
• Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution
• The combined model: a tool for simulating correlated counts with overdispersion
• Simulating dependent discrete data
• Competing regression models for longitudinal data
• A simple distribution-free algorithm for generating simulated high-dimensional correlated data with an autoregressive structure
• Influence measures based on the volume of confidence ellipsoids for GEE
• Outlier detection method in GEEs
• Analysis of GEE with a mixture working correlation matrix for diverging number of covariates
• scientific article; zbMATH DE number 4109918 (Why is no real title available?)
• Modelling count data via copulas
• A simulation study on the hybrid nature of Tango's index
• GEEs for repeated categorical responses based on generalized residuals
• Diagnostic techniques in generalized estimating equations
• Wald one-sided test using generalized estimating equations approach
• A flexible model for correlated medical costs, with application to medical expenditure panel survey data
• Local influence in estimating equations
• An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation
• Construction of random vectors of heterogeneous component variables under specified correlation structures

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