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Simulating multivariate nonnormal distributions

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  1. 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.
  2. Emanuela Raffinetti & Pier Alda Ferrari, 2021. "A dependence measure flow tree through Monte Carlo simulations," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(2), pages 467-496, April.
  3. 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.
  4. Emanuela Raffinetti & Pier Alda Ferrari, 0. "A dependence measure flow tree through Monte Carlo simulations," Quality & Quantity: International Journal of Methodology, Springer, vol. 0, pages 1-30.
  5. Ping Chen & Chun Wang, 2021. "Using EM Algorithm for Finite Mixtures and Reformed Supplemented EM for MIRT Calibration," Psychometrika, Springer;The Psychometric Society, vol. 86(1), pages 299-326, March.
  6. 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.
  7. Rainer Schlittgen & Marko Sarstedt & Christian M. Ringle, 2020. "Data generation for composite-based structural equation modeling methods," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(4), pages 747-757, December.
  8. Al-Subaihi, Ali A., 2004. "Simulating Correlated Multivariate Pseudorandom Numbers," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 9(i04).
  9. Hakan Demirtas, 2016. "A Note on the Relationship Between the Phi Coefficient and the Tetrachoric Correlation Under Nonnormal Underlying Distributions," The American Statistician, Taylor & Francis Journals, vol. 70(2), pages 143-148, May.
  10. Njål Foldnes & Steffen Grønneberg, 2019. "On Identification and Non-normal Simulation in Ordinal Covariance and Item Response Models," Psychometrika, Springer;The Psychometric Society, vol. 84(4), pages 1000-1017, December.
  11. M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series 6432, CESifo.
  12. 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.
  13. 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.
  14. repec:jss:jstsof:09:i04 is not listed on IDEAS
  15. Mishra, SK, 2004. "On generating correlated random variables with a given valid or invalid Correlation matrix," MPRA Paper 1782, University Library of Munich, Germany.
  16. 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.
  17. Shaobo Jin & Fan Yang-Wallentin, 2017. "Asymptotic Robustness Study of the Polychoric Correlation Estimation," Psychometrika, Springer;The Psychometric Society, vol. 82(1), pages 67-85, March.
  18. Steffen Grønneberg & Njål Foldnes, 2017. "Covariance Model Simulation Using Regular Vines," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 1035-1051, December.
  19. Mohan D. Pant & Todd C. Headrick, 2017. "Simulating Uniform- and Triangular- Based Double Power Method Distributions," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 6(1), pages 1-1.
  20. Pesaran, M. Hashem & Yamagata, Takashi, 2012. "Testing CAPM with a Large Number of Assets," IZA Discussion Papers 6469, Institute of Labor Economics (IZA).
  21. Reinartz, Werner & Haenlein, Michael & Henseler, Jörg, 2009. "An empirical comparison of the efficacy of covariance-based and variance-based SEM," International Journal of Research in Marketing, Elsevier, vol. 26(4), pages 332-344.
  22. Paul Dudgeon, 2017. "Some Improvements in Confidence Intervals for Standardized Regression Coefficients," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 928-951, December.
  23. Theo Dijkstra & Karin Schermelleh-Engel, 2014. "Consistent Partial Least Squares for Nonlinear Structural Equation Models," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 585-604, October.
  24. David Hudak & Mark Maxwell, 2007. "A macro approach to estimating correlated random variables in engineering production projects," Construction Management and Economics, Taylor & Francis Journals, vol. 25(8), pages 883-892.
  25. 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.
  26. repec:jss:jstsof:19:i03 is not listed on IDEAS
  27. 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.
  28. Alessandro Barbiero & Asmerilda Hitaj, 2020. "Goodman and Kruskal’s Gamma Coefficient for Ordinalized Bivariate Normal Distributions," Psychometrika, Springer;The Psychometric Society, vol. 85(4), pages 905-925, December.
  29. Kelava, Augustin & Kohler, Michael & Krzyżak, Adam & Schaffland, Tim Fabian, 2017. "Nonparametric estimation of a latent variable model," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 112-134.
  30. Steffen Grønneberg & Njål Foldnes, 2019. "A Problem with Discretizing Vale–Maurelli in Simulation Studies," Psychometrika, Springer;The Psychometric Society, vol. 84(2), pages 554-561, June.
  31. Jeff Jones & Niels Waller, 2015. "The Normal-Theory and Asymptotic Distribution-Free (ADF) Covariance Matrix of Standardized Regression Coefficients: Theoretical Extensions and Finite Sample Behavior," Psychometrika, Springer;The Psychometric Society, vol. 80(2), pages 365-378, June.
  32. Rainer Schlittgen & Marko Sarstedt & Christian M. Ringle, 0. "Data generation for composite-based structural equation modeling methods," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 0, pages 1-11.
  33. 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.
  34. Gary van Vuuren & Riaan de Jongh, 2017. "A comparison of risk aggregation estimates using copulas and Fleishman distributions," Applied Economics, Taylor & Francis Journals, vol. 49(17), pages 1715-1731, April.
  35. P Pendharkar, 2009. "Misclassification cost minimizing fitness functions for genetic algorithm-based artificial neural network classifiers," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(8), pages 1123-1134, August.
  36. Hakan Demirtas & Robab Ahmadian & Sema Atis & Fatma Ezgi Can & Ilker Ercan, 2016. "A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization," Computational Statistics, Springer, vol. 31(4), pages 1385-1401, December.
  37. 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.
  38. Giancarlo MANZI & Ahmed Alsayed, 2019. "A Simulation Study for Monotonic Dependence in the Presence of Outliers," Departmental Working Papers 2019-04, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  39. Todd Headrick & Shlomo Sawilowsky, 1999. "Simulating correlated multivariate nonnormal distributions: Extending the fleishman power method," Psychometrika, Springer;The Psychometric Society, vol. 64(1), pages 25-35, March.
  40. 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.
  41. Pasquale Dolce & Natale Lauro, 2015. "Comparing maximum likelihood and PLS estimates for structural equation modeling with formative blocks," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(3), pages 891-902, May.
  42. Headrick, Todd C. & Sheng, Yanyan & Hodis, Flaviu-Adrian, 2007. "Numerical Computing and Graphics for the Power Method Transformation Using Mathematica," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 19(i03).
  43. Shanshan Zhao & Ross L. Prentice, 2014. "Covariate measurement error correction methods in mediation analysis with failure time data," Biometrics, The International Biometric Society, vol. 70(4), pages 835-844, December.
  44. Shmueli, Galit & Ray, Soumya & Velasquez Estrada, Juan Manuel & Chatla, Suneel Babu, 2016. "The elephant in the room: Predictive performance of PLS models," Journal of Business Research, Elsevier, vol. 69(10), pages 4552-4564.
  45. Thiagu Ranganathan & Usha Ananthakumar, 2017. "Hedging in Presence of Crop Yield, Crop Revenue and Rainfall Insurance," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(1), pages 151-171, March.
  46. 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.
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