Pages that link to "Item:Q104833"

The following pages link to A method for simulating non-normal distributions (Q104833):

Displaying 50 items.

• MonteCarloSEM (Q104834) (← links)
• SimMultiCorrData (Q149717) (← links)
• SimCorrMix (Q149731) (← links)
• Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
• Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
• An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
• A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization (Q333373) (← links)
• The two-sample \(t\) test: pre-testing its assumptions does not pay off (Q451495) (← links)
• On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates (Q463098) (← links)
• Consistent partial least squares for nonlinear structural equation models (Q487596) (← links)
• Asymptotic robustness study of the polychoric correlation estimation (Q525223) (← links)
• Rank tests for short memory stationarity (Q528124) (← links)
• Order selection in finite mixtures of linear regressions (Q744818) (← links)
• The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
• About the calculation of the coefficients of the Fleishman distributions (Q777845) (← links)
• An empirical approach that a two-stage procedure is better than Bechhofer's approach (Q828494) (← links)
• Generating scenario trees: a parallel integrated simulation-optimization approach (Q847184) (← links)
• Generating multivariate correlated samples (Q880897) (← links)
• Testing structural equation models: the effect of kurtosis (Q901622) (← links)
• Generating correlated, non-normally distributed data using a non-linear structural model (Q906044) (← links)
• How general is the Vale-Maurelli simulation approach? (Q906054) (← links)
• Comparison of aligned Friedman rank and parametric methods for testing interactions in split-plot designs (Q951892) (← links)
• A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation (Q956985) (← links)
• On simulating multivariate non-normal distributions from the generalized lambda distribution (Q959414) (← links)
• How robust are tests for two independent samples? (Q997285) (← links)
• Simulating multivariate nonnormal distributions (Q1055149) (← links)
• Type I error rates, power, and sample sizes for two-stage solutions to the Behrens-Fisher problem when population distributions are non-normal (Q1361518) (← links)
• A Monte Carlo study of the Friedman test and some competitors in the single factor, repeated measures design with unequal covariances (Q1361556) (← links)
• Consistent and asymptotically normal PLS estimators for linear structural equations (Q1623717) (← links)
• Generating multivariate ordinal data via entropy principles (Q1643440) (← links)
• Should we impute or should we weight? Examining the performance of two CART-based techniques for addressing missing data in small sample research with nonnormal variables (Q1658370) (← links)
• Latent profile analysis with nonnormal mixtures: a Monte Carlo examination of model selection using fit indices (Q1660200) (← links)
• Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling (Q1695635) (← links)
• Linear dimension reduction in classification: adaptive procedure for optimum results (Q1761305) (← links)
• A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix (Q1775958) (← links)
• Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions. (Q1852884) (← links)
• Using randomization test when errors are unequally correlated (Q1896058) (← links)
• A review of robustness of selection procedures (Q1923415) (← links)
• Robustness of subset selection procedures (Q1923417) (← links)
• A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation (Q1954438) (← links)
• Data generation for composite-based structural equation modeling methods (Q2022482) (← links)
• Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method (Q2250657) (← links)
• Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
• How robust is the modified sequential triangular test of a correlation coefficient against nonnormality of the basic variables? (Q2323274) (← links)
• Robustness of the test of a product moment correlation coefficient under nonnormality (Q2323284) (← links)
• Kurtosis analysis in GARCH models with Gram-Charlier-like innovations (Q2324690) (← links)
• Easy and flexible mixture distributions (Q2442398) (← links)
• Robust<i>I</i>-sample analysis of means type randomization tests for variances (Q2746358) (← links)
• Computing the Point-biserial Correlation under Any Underlying Continuous Distribution (Q2821040) (← links)
• Concurrent generation of binary and nonnormal continuous data through fifth-order power polynomials (Q2965576) (← links)