Simulating multivariate distributions with specific correlations

DOI10.1080/00949650310001626161zbMath1153.65306OpenAlexW2003309820MaRDI QIDQ4818624

William R. Schucany, Ian R. Harris, Abu T. M. Minhajuddin

Publication date: 29 September 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650310001626161

zbMATH Keywords

Beta distributionGamma distributionConjugate priorDependentExchangeableGenerating random variablesJoint distributionMixture method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

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Simultaneous Confidence Intervals for the Mean of Multivariate Poisson Distribution: A Comparison ⋮ Simultaneous generation of multivariate mixed data with Poisson and normal marginals ⋮ Change Point Detection with Multivariate Observations Based on Characteristic Functions ⋮ Bootstrap tests for multivariate directional alternatives ⋮ Exact Bayesian Inference and Model Selection for Stochastic Models of Epidemics Among a Community of Households ⋮ Concurrent generation of multivariate mixed data with variables of dissimilar types ⋮ Modified extreme ranked sets sampling with auxiliary variable ⋮ On generating multivariate Poisson data in management science applications

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