lnu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Simulation of Non-normal Auto Correlated Variables
Högskolan i Jönköing.
2006 (English)In: Journal of Modern Applied Statistical Methods, ISSN 1538-9472, Vol. 5, no 2, 408-416 p.Article in journal (Refereed) Published
Abstract [en]

All statistical methods rely on assumptions to some extent. Two assumptions frequently met in statistical analyses are those of normal distribution and independence. When examining robustness properties of such assumptions by Monte Carlo simulations it is therefore crucial that the possible effects of autocorrelation and non-normality are not confounded so that their separate effects may be investigated. This article presents a number of non-normal variables with non-confounded autocorrelation, thus allowing the analyst to specify autocorrelation or shape properties while keeping the other effect fixed

Place, publisher, year, edition, pages
2006. Vol. 5, no 2, 408-416 p.
Keyword [en]
Autocorrelation, non-normality, confounding, robustness
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:lnu:diva-28548OAI: oai:DiVA.org:lnu-28548DiVA: diva2:643701
Available from: 2013-08-28 Created: 2013-08-27 Last updated: 2017-12-06Bibliographically approved

Open Access in DiVA

No full text

Other links

Fulltext

Authority records BETA

Holgersson, Thomas

Search in DiVA

By author/editor
Holgersson, Thomas
In the same journal
Journal of Modern Applied Statistical Methods
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 36 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf