Covariance Model Simulation Using Regular Vines

A Simple Simulation Technique for Nonnormal Data with Prespecified Skewness, Kurtosis, and Covariance Matrix

(2016) Njål Foldnes et al.   MULTIVARIATE BEHAVIORAL RESEARCH

lavaan: AnRPackage for Structural Equation Modeling

(2015) Yves Rosseel   Journal of Statistical Software

How General is the Vale–Maurelli Simulation Approach?

(2014) Njål Foldnes et al.   PSYCHOMETRIKA

Evaluation of a New Mean Scaled and Moment Adjusted Test Statistic for SEM

(2013) Xiaoxiao Tong et al.   STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL

Selecting and estimating regular vine copulae and application to financial returns

(2012) J. Dißmann et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Generating Nonnormal Multivariate Data Using Copulas: Applications to SEM

(2012) Patrick Mair et al.   MULTIVARIATE BEHAVIORAL RESEARCH

On the simplified pair-copula construction — Simply useful or too simplistic?

(2009) Ingrid Hobæk Haff et al.   JOURNAL OF MULTIVARIATE ANALYSIS

On the distributional transform, Sklar's theorem, and the empirical copula process

(2009) Ludger Rüschendorf   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Copula-Based Multivariate Input Models for Stochastic Simulation

(2009) Bahar Biller   OPERATIONS RESEARCH