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

DOI10.1080/00949659808811905MaRDI QIDQ4253299zbMATHOpenAlexFDO

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

algorithmgeneralized estimating equationsinfinitely divisible distributionsrandom number generationcorrelated random variablesAR(1) correlationbanded correlationsymmetric correlation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

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

Cited in

(20)

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

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