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

DOI10.1080/00949659808811905zbMath0945.65003OpenAlexW2116817758MaRDI QIDQ4253299

Dong Wan Shin, Chul Gyu Park

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

algorithminfinitely divisible distributionsgeneralized estimating equationsrandom number generationcorrelated random variablesAR(1) correlationbanded correlationsymmetric correlation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (15)

Competing regression models for longitudinal data ⋮ Influence measures based on the volume of confidence ellipsoids for GEE ⋮ Outlier detection method in GEEs ⋮ Local influence in estimating equations ⋮ A simulation study on the hybrid nature of Tango's index ⋮ Construction of random vectors of heterogeneous component variables under specified correlation structures ⋮ Working correlation structure selection in GEE analysis ⋮ Wald one-sided test using generalized estimating equations approach ⋮ Diagnostic techniques in generalized estimating equations ⋮ Generalized additive partial linear models for analyzing correlated data ⋮ GEEs for repeated categorical responses based on generalized residuals ⋮ The Combined Model: A Tool for Simulating Correlated Counts with Overdispersion ⋮ Analysis of GEE with a mixture working correlation matrix for diverging number of covariates ⋮ Modelling count data via copulas ⋮ Simulating dependent discrete data

Cites Work

• Unnamed Item
• Longitudinal data analysis using generalized linear models
• Models for Longitudinal Data: A Generalized Estimating Equation Approach
• A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix
• A method to generate autocorrelated uniform random numbers

This page was built for publication: An algorithm for generating correlated random variables in a class of infinitely divisible distributions