Simultaneous generation of multivariate mixed data with Poisson and normal marginals

DOI10.1080/00949655.2014.953534zbMath1457.62013OpenAlexW2094048147MaRDI QIDQ5222269

Anup Amatya, Hakan Demirtas

Publication date: 1 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2014.953534

zbMATH Keywords

random number generationmultiple variablesintermediate correlation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (4)

A Note on the Relationship Between the Phi Coefficient and the Tetrachoric Correlation Under Nonnormal Underlying Distributions ⋮ A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization ⋮ Concurrent generation of multivariate mixed data with variables of dissimilar types ⋮ Mixed data generation packages and related computational tools in R

Uses Software

• mvtnorm
• Matrix
• lme4
• corpor
• corpcor

Cites Work

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• Computing the nearest correlation matrix--a problem from finance
• An introduction to copulas.
• Computing a nearest symmetric positive semidefinite matrix
• Bivariate distributions with given marginals
• The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen
• A Practical Way for Computing Approximate Lower and Upper Correlation Bounds
• Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence
• Efficient Simulation of Multivariate Binomial and Poisson Distributions
• Simulation driven inferences for multiply imputed longitudinal datasets*
• Simulating multivariate distributions with specific correlations
• On generating multivariate Poisson data in management science applications

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