A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation

DOI10.1016/J.CSDA.2003.10.008zbMATH Open1429.62029OpenAlexW2044072034MaRDI QIDQ956985FDOQ956985

Authors: Yuichi Nagahara 

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.2003.10.008

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zbMATH Keywords

skewness and kurtosisPearson distribution systemgenerator of random numbersmultivariate nonnormal distributionsthird- and fourth-order moment matrix

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random number generation in numerical analysis (65C10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited In (14)

• A method of calculating the downside risk by multivariate nonnormal distributions
• Title not available (Why is that?)
• Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures
• Computational Examples of a New Method for Distribution Selection in the Pearson System
• A Method for Simulating Multivariate Non Normal Distributions with Specified Standardized Cumulants and Intraclass Correlation Coefficients
• Generating correlated, non-normally distributed data using a non-linear structural model
• Generating random deviates from multivariate Pearson distributions
• A Method for Simulating Correlated Non-Normal Systems of Linear Statistical Equations
• Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria
• Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
• Statistical simulation. Power method polynomials and other transformations
• Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
• The generalized Pearson family of distributions and explicit representation of the associated density functions
• Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System

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