Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions

Computational Statistics and Data Analysis

Volumn 40, Issue 4, 2002, Pages 685-711

  Headrick, Todd C ^a  

^a SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Correlated data; Cumulants; Moments; Nonnormal distributions; Simulation

Indexed keywords

COMPUTER SIMULATION; MONTE CARLO METHODS; PARAMETER ESTIMATION; POLYNOMIALS;

NONNORMAL DISTRIBUTIONS;

MATHEMATICAL TRANSFORMATIONS;

NUMERICAL METHOD;

EID: 0037191022     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00072-5     Document Type: Article

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