Simultaneous generation of multivariate mixed data with Poisson and normal marginals
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Publication:5222269
DOI10.1080/00949655.2014.953534zbMATH Open1457.62013OpenAlexW2094048147MaRDI QIDQ5222269FDOQ5222269
Authors: Anup Amatya, Hakan Demirtas 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2014.953534
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Cites Work
- Computing the nearest correlation matrix--a problem from finance
- Bivariate distributions with given marginals
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- An introduction to copulas.
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- Simulation driven inferences for multiply imputed longitudinal datasets*
- Computing a nearest symmetric positive semidefinite matrix
- On generating multivariate Poisson data in management science applications
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- A practical way for computing approximate lower and upper correlations bounds
- The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen
- Simulating multivariate distributions with specific correlations
- Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence
Cited In (7)
- Concurrent generation of binary and nonnormal continuous data through fifth-order power polynomials
- Mixed data generation packages and related computational tools in R
- Generating multivariate continuous data via the notion of nearest neighbors
- A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization
- A Note on the Relationship Between the Phi Coefficient and the Tetrachoric Correlation Under Nonnormal Underlying Distributions
- PoisNor: an R package for generation of multivariate data with Poisson and normal marginals
- Concurrent generation of multivariate mixed data with variables of dissimilar types
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