The t-transformed power method distributions for simulating univariate and multivariate non-normal distributions
Author:
Affiliation:
1. University of Texas, Arlington, Texas, USA
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2018.1498894
Reference38 articles.
1. Nonnormalities and Tests of Asset Pricing Theories
2. Comparison of aligned Friedman rank and parametric methods for testing interactions in split-plot designs
3. Bootstrap Resampling Approaches for Repeated Measure Designs: Relative Robustness to Sphericity and Normality Violations
4. Probabilistic load flow computation with polynomial normal transformation and Latin hypercube sampling
5. Investigation of polynomial normal transform
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