Simulating non-normal distributions with specified L-moments and L-correlations

DOI10.1111/J.1467-9574.2012.00523.XMaRDI QIDQ6647322zbMATH OpenFDO

Publication date 3 December 2024

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-9574.2012.00523.X

intermediate correlation Monte Carlo multivariate NORTA power method pseudo-random numbers simulation

Statistical distribution theory (62Exx) Multivariate analysis (62Hxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites work

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Properties of the rank transformation in factorial analysis of covariance
Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
Simulating multivariate nonnormal distributions
Some properties of the tukey g and h family of distributions
Some theory and practical uses of trimmed \(L\)-moments
Statistical simulation. Power method polynomials and other transformations

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