On simulating non-normal distributions
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- Ke-Hai Yuan & Peter Bentler, 2002. "On robusiness of the normal-theory based asymptotic distributions of three reliability coefficient estimates," Psychometrika, Springer;The Psychometric Society, vol. 67(2), pages 251-259, June.
- Matthias R. Fengler & Helmut Herwartz & Christian Werner, 2012.
"A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew,"
Journal of Financial Econometrics,
Society for Financial Econometrics, vol. 10(3), pages 457-493, June.
- Matthias Fengler & Helmut Herwartz & Christian Werner, 2010. "A dynamic copula approach to recovering the index implied volatility skew," University of St. Gallen Department of Economics working paper series 2010 1132, Department of Economics, University of St. Gallen, revised Nov 2011.
- Max Auerswald & Morten Moshagen, 2015. "Generating Correlated, Non-normally Distributed Data Using a Non-linear Structural Model," Psychometrika, Springer;The Psychometric Society, vol. 80(4), pages 920-937, December.
- Ken Stange & Robert Saltstone, 1992. "A computer program to construct distributions with specific degrees of skew and kurtosis," Journal of Classification, Springer;The Classification Society, vol. 9(1), pages 141-142, January.
- Mishra, SK, 2010. "Temporal changes in the parameters of statistical distribution of journal impact factor," MPRA Paper 21263, University Library of Munich, Germany.
- Al-Subaihi, Ali A., 2004. "Simulating Correlated Multivariate Pseudorandom Numbers," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 9(i04).
- Njål Foldnes & Steffen Grønneberg, 2015. "How General is the Vale–Maurelli Simulation Approach?," Psychometrika, Springer;The Psychometric Society, vol. 80(4), pages 1066-1083, December.
- 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.
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Keywordssimulation; computer methods;
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