A Method to Generate Multivariate Data with the Desired Moments

DOI10.1080/03610910802311684zbMath1153.62317OpenAlexW2090314138MaRDI QIDQ3543746

Johan Lyhagen

Publication date: 4 December 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802311684

zbMATH Keywords

bootstrapMonte Carloskewness

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Approximations to statistical distributions (nonasymptotic) (62E17) Random number generation in numerical analysis (65C10)

Related Items (1)

Random orthogonal matrix simulation

Cites Work

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• A method for simulating non-normal distributions
• Simulating multivariate nonnormal distributions
• On simulating non-normal distributions
• On Information and Sufficiency
• A Multivariate Gamma-Type Distribution

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