Pages that link to "Item:Q959414"
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The following pages link to On simulating multivariate non-normal distributions from the generalized lambda distribution (Q959414):
Displaying 11 items.
- Characterizing the generalized lambda distribution by L-moments (Q92223) (← links)
- Generating correlated, non-normally distributed data using a non-linear structural model (Q906044) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- A doubling method for the generalized lambda distribution (Q1954415) (← links)
- A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation (Q1954438) (← links)
- Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best? (Q2820997) (← links)
- Approximating Distributions by Extended Generalized Lambda Distribution (XGLD) (Q2905711) (← links)
- A Method for Simulating Multivariate Non Normal Distributions with Specified Standardized Cumulants and Intraclass Correlation Coefficients (Q3625287) (← links)
- Sample Size and the Accuracy of the Generalized Lambda Distribution (Q3625339) (← links)
- (Q4399153) (← links)
- Simulating non-normal distributions with specified \(L\)-moments and \(L\)-correlations (Q6647322) (← links)
