Simulating from polynomial-normal distributions

DOI10.1080/03610918.2017.1385814MaRDI QIDQ5086163zbMATH OpenOpenAlexFDO

Authors Georgios Skoulakis

Publication date 1 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1385814

zbMATH Keywords

acceptance-rejectionsimulationratio-of-uniformspolynomial-normal distributionCDF inversion

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites work

• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• A method for simulating non-normal distributions
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
• Semi-Nonparametric Maximum Likelihood Estimation
• Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
• Statistical simulation. Power method polynomials and other transformations

Cited in

(1)

• Estimation of nonlinear DSGE models through Laplace based solutions

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