Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation

DOI10.1080/03610910701812394zbMath1163.65006OpenAlexW2037490412MaRDI QIDQ3625286

Simon Y. Aman, Todd C. Headrick, T. Mark Beasley

Publication date: 12 May 2009

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

Full work available at URL: https://doi.org/10.1080/03610910701812394

zbMATH Keywords

algorithmsimulationcumulantsMonte Carlonumerical examplescontrolled correlation structuresnon normalpower method transformationrank-order statistics

Mathematics Subject Classification ID

Related Items (2)

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Uses Software

• Mathematica

Cites Work

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• The power method transformation: its probability density function, distribution function, and its further use for fitting data
• An empirical study of the type I error rate and power for some selected normal-theory and nonparametric tests of the independence of two sets of variables
• Rank Transformations as a Bridge Between Parametric and Nonparametric Statistics
• Properties of the rank transformation in factorial analysis of covariance
• An investigation of the rank transformation in multiple regression.

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