How general is the Vale-Maurelli simulation approach?
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Publication:906054
DOI10.1007/S11336-014-9414-0zbMATH Open1329.62459OpenAlexW2082525234WikidataQ51061348 ScholiaQ51061348MaRDI QIDQ906054FDOQ906054
Authors: Njål Foldnes, Steffen Grønneberg 
Publication date: 29 January 2016
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11336-014-9414-0
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Cites Work
- Copula functions for residual dependency
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- A method for simulating non-normal distributions
- Measures of multivariate skewness and kurtosis with applications
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- Asymptotically distribution‐free methods for the analysis of covariance structures
- Simulating multivariate nonnormal distributions
- On simulating non-normal distributions
Cited In (9)
- Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis
- Generating correlated, non-normally distributed data using a non-linear structural model
- On the solution multiplicity of the Fleishman method and its impact in simulation studies
- On identification and non-normal simulation in ordinal covariance and item response models
- A problem with discretizing Vale-Maurelli in simulation studies
- Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
- Covariance model simulation using regular vines
- Computing the real solutions of Fleishman's equations for simulating non‐normal data
- Theoretical considerations when simulating data from the g‐and‐h family of distributions
Uses Software
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