A Method for Simulating Correlated Non-Normal Systems of Linear Statistical Equations

Communications in Statistics Part B: Simulation and Computation

Volumn 33, Issue 1, 2004, Pages 19-33

  Headrick, Todd C ^a   Beasley, T Mark ^b  

^a SOUTHERN ILLINOIS UNIVERSITY   (United States)

^b UNIVERSITY OF ALABAMA AT BIRMINGHAM   (United States)

Author keywords

Monte Carlo; Polynomial transformation; Standardized cumulants

Indexed keywords

EID: 1642366245     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAC-120028431     Document Type: Article

References (18)