How general is the Vale-Maurelli simulation approach?

DOI10.1007/s11336-014-9414-0zbMath1329.62459OpenAlexW2082525234WikidataQ51061348 ScholiaQ51061348MaRDI QIDQ906054

Steffen Grønneberg, Njål Foldnes

Publication date: 29 January 2016

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11336-014-9414-0

zbMATH Keywords

copulasimulationMonte Carlomultivariate distributionsVale-Maurelli

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

Related Items

On identification and non-normal simulation in ordinal covariance and item response models ⋮ Computing the real solutions of Fleishman's equations for simulating non‐normal data ⋮ Theoretical considerations when simulating data from the g‐and‐h family of distributions ⋮ Covariance model simulation using regular vines ⋮ Generating correlated, non-normally distributed data using a non-linear structural model ⋮ Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis ⋮ A problem with discretizing Vale-Maurelli in simulation studies

Uses Software

• R
• Mplus
• LISREL
• EQS
• copula
• Iavaan
• copula

Cites Work

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• A method for simulating non-normal distributions
• Simulating multivariate nonnormal distributions
• On simulating non-normal distributions
• Copula functions for residual dependency
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Measures of multivariate skewness and kurtosis with applications