Construction of random vectors of heterogeneous component variables under specified correlation structures

DOI10.1016/J.CSDA.2003.10.010zbMATH Open1429.62031OpenAlexW1981965646MaRDI QIDQ956965FDOQ956965

Chul G. Park

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.10.010

Recommendations

• Publication:4728048
• Simulating multivariate distributions with specific correlations
• Some simple methods for generating correlated categorical variates
• scientific article; zbMATH DE number 218923
• A matching algorithm for generation of statistically dependent random variables with arbitrary marginals

zbMATH Keywords

quasi-likelihoodinfinitely divisible distributionsheterogeneous variablescorrelation structurerandom vector generation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random number generation in numerical analysis (65C10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Models for Longitudinal Data: A Generalized Estimating Equation Approach
• Longitudinal data analysis using generalized linear models
• Title not available (Why is that?)
• Quasi-likelihood functions
• Likelihood Models for Clustered Binary and Continuous Out comes: Application to Developmental Toxicology
• Title not available (Why is that?)
• Title not available (Why is that?)
• A method to generate autocorrelated uniform random numbers
• Miscellanea. A note on generating correlated binary variables
• Analyzing Bivariate Repeated Measures for Discrete and Continuous Outcome Variables
• An algorithm for generating correlated random variables in a class of infinitely divisible distributions
• A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix

Cited In (2)

• Title not available (Why is that?)
• A construction method of certain matrices required in the multivariate heteroscedastic method

This page was built for publication: Construction of random vectors of heterogeneous component variables under specified correlation structures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q956965)