Advanced Search
MyIDEAS: Login

Simulating multivariate nonnormal distributions

Contents:

Author Info

  • C. Vale
  • Vincent Maurelli
Registered author(s):

    Abstract

    No abstract is available for this item.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://hdl.handle.net/10.1007/BF02293687
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 48 (1983)
    Issue (Month): 3 (September)
    Pages: 465-471

    as in new window
    Handle: RePEc:spr:psycho:v:48:y:1983:i:3:p:465-471

    Contact details of provider:
    Web page: http://www.springerlink.com/link.asp?id=112911

    Order Information:
    Web: http://link.springer.de/orders.htm

    Related research

    Keywords: random numbers; random number generation;

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Henry Kaiser & Kern Dickman, 1962. "Sample and population score matrices and sample correlation matrices from an arbitrary population correlation matrix," Psychometrika, Springer, vol. 27(2), pages 179-182, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Doumpos, Michael & Zopounidis, Constantin, 2004. "Developing sorting models using preference disaggregation analysis: An experimental investigation," European Journal of Operational Research, Elsevier, vol. 154(3), pages 585-598, May.
    2. Weathers, Danny & Sharma, Subhash & Niedrich, Ronald W., 2005. "The impact of the number of scale points, dispositional factors, and the status quo decision heuristic on scale reliability and response accuracy," Journal of Business Research, Elsevier, vol. 58(11), pages 1516-1524, November.
    3. Todd C. Headrick & Yanyan Sheng & Flaviu-Adrian Hodis, . "Numerical Computing and Graphics for the Power Method Transformation Using Mathematica," Journal of Statistical Software, American Statistical Association, vol. 19(i03).
    4. Nagahara, Yuichi, 2004. "A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation," Computational Statistics & Data Analysis, Elsevier, vol. 47(1), pages 1-29, August.
    5. Pesaran, M. H. & Yamagata, T., 2012. "Testing CAPM with a Large Number of Assets (Updated 28th March 2012)," Cambridge Working Papers in Economics 1210, Faculty of Economics, University of Cambridge.
    6. Headrick, Todd C. & Mugdadi, Abdel, 2006. "On simulating multivariate non-normal distributions from the generalized lambda distribution," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3343-3353, July.
    7. Mahul, Olivier, 2002. "Hedging Price Risk In The Presence Of Crop Yield And Revenue Insurance," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19070, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    8. Mahul, Olivier, 2002. "Hedging Price Risk in the Presence of Crop Yield and Revenue Insurance," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24881, European Association of Agricultural Economists.
    9. Todd Headrick & Shlomo Sawilowsky, 1999. "Simulating correlated multivariate nonnormal distributions: Extending the fleishman power method," Psychometrika, Springer, vol. 64(1), pages 25-35, March.
    10. Mishra, SK, 2004. "On generating correlated random variables with a given valid or invalid Correlation matrix," MPRA Paper 1782, University Library of Munich, Germany.
    11. Ali A. Al-Subaihi, . "Simulating Correlated Multivariate Pseudorandom Numbers," Journal of Statistical Software, American Statistical Association, vol. 9(i04).
    12. Headrick, Todd C., 2002. "Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 40(4), pages 685-711, October.
    13. M Hashem Pesaran & Takashi Yamagata, 2012. "Testing CAPM with a Large Number of Assets," Discussion Papers 12/05, Department of Economics, University of York.
    14. Ke-Hai Yuan & Peter Bentler, 2002. "On robusiness of the normal-theory based asymptotic distributions of three reliability coefficient estimates," Psychometrika, Springer, vol. 67(2), pages 251-259, June.
    15. Robert O'Brien & Pamela Homer, 1987. "Corrections for coarsely categorized measures: LISREL's polyserial and polychoric correlations," Quality & Quantity: International Journal of Methodology, Springer, vol. 21(4), pages 349-360, December.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:spr:psycho:v:48:y:1983:i:3:p:465-471. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.