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Simulating correlated multivariate nonnormal distributions: Extending the fleishman power method

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  • Todd Headrick
  • Shlomo Sawilowsky

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  • Todd Headrick & Shlomo Sawilowsky, 1999. "Simulating correlated multivariate nonnormal distributions: Extending the fleishman power method," Psychometrika, Springer;The Psychometric Society, vol. 64(2), pages 251-251, June.
    • Handle: RePEc:spr:psycho:v:64:y:1999:i:2:p:251-251
    DOI: 10.1007/BF02294537
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    Citations

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    Cited by:

    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. 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.
    3. repec:jss:jstsof:09:i04 is not listed on IDEAS
    4. 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.
    5. Karen M. Douglas & Robert J. Mislevy, 2010. "Estimating Classification Accuracy for Complex Decision Rules Based on Multiple Scores," Journal of Educational and Behavioral Statistics, , vol. 35(3), pages 280-306, June.
    6. Beasley, T. Mark & Zumbo, Bruno D., 2003. "Comparison of aligned Friedman rank and parametric methods for testing interactions in split-plot designs," Computational Statistics & Data Analysis, Elsevier, vol. 42(4), pages 569-593, April.
    7. 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.
    8. M Hashem Pesaran & Takashi Yamagata, 2024. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
    9. M Hashem Pesaran & Takashi Yamagata, 2012. "Testing CAPM with a Large Number of Assets," Discussion Papers 12/05, Department of Economics, University of York.
    10. 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.
    11. repec:jss:jstsof:19:i03 is not listed on IDEAS
    12. 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.
    13. Yen Lee & David Kaplan, 2018. "Generating Multivariate Ordinal Data via Entropy Principles," Psychometrika, Springer;The Psychometric Society, vol. 83(1), pages 156-181, March.
    14. 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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