On simulating multivariate non-normal distributions from the generalized lambda distribution

Computational Statistics and Data Analysis

Volumn 50, Issue 11, 2006, Pages 3343-3353

  Headrick, Todd C ^a   Mugdadi, Abdel ^b  

^a SOUTHERN ILLINOIS UNIVERSITY   (United States)

^b Southern Illinois University at Carbondale   (United States)

Author keywords

Correlated data; Generalized lambda distribution; Moments; Simulation

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; ALGORITHMS; COMPUTATIONAL COMPLEXITY; FORTRAN (PROGRAMMING LANGUAGE); MONTE CARLO METHODS;

CORRELATED DATA; DATA GENERATION; GENERALIZED LAMBDA DISTRIBUTION; MOMENTS; UNIVARIATE REAL-WORLD DATA.;

DATA STRUCTURES;

EID: 33646726942     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.06.010     Document Type: Article

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