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Non-normal Data Simulation using Piecewise Linear Transforms

dc.contributor.authorFoldnes, Njål
dc.contributor.authorGrønneberg, Steffen
dc.date.accessioned2023-01-18T09:26:23Z
dc.date.available2023-01-18T09:26:23Z
dc.date.created2021-08-03T11:14:39Z
dc.date.issued2021
dc.identifier.issn1070-5511
dc.identifier.urihttps://hdl.handle.net/11250/3044207
dc.description.abstractWe present PLSIM, a new method for generating nonnormal data with a pre-specified covariance matrix that is based on coordinate-wise piecewise linear transformations of standard normal variables. In our presentation, the piecewise linear transforms are chosen to match pre-specified skewness and kurtosis values for each marginal distribution. We demonstrate the flexibility of the new method, and an implementation using R software is provided.en_US
dc.language.isoengen_US
dc.publisherTaylor & Francisen_US
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/deed.no*
dc.subjectsimulationen_US
dc.subjectnon-normal dataen_US
dc.subjectkurtosisen_US
dc.subjectsem simulationen_US
dc.titleNon-normal Data Simulation using Piecewise Linear Transformsen_US
dc.typePeer revieweden_US
dc.typeJournal articleen_US
dc.description.versionpublishedVersionen_US
dc.source.volume29en_US
dc.source.journalStructural Equation Modelingen_US
dc.source.issue1en_US
dc.identifier.doi10.1080/10705511.2021.1949323
dc.identifier.cristin1923611
cristin.ispublishedtrue
cristin.qualitycode2


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Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal
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