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A Simple Distribution-Free Algorithm for Generating Simulated High-Dimensional Correlated Data with an Autoregressive Structure

A distribution-free method to generate high-dimensional sequences of dependent variables with an autoregressive structure is presented. The quantile or fractile correlation (i.e., the moment correlation of the quantiles) is used as measure of dependence among a set of contiguous variables. The propo...

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Auteurs principaux: AZUERO, ANDRES, REDDEN, DAVID T., TIWARI, HEMANT K., ASMELLASH, SENAIT G., PIYATHILAKE, CHANDRIKA J.
Format: Artigo
Langue:Inglês
Publié: 2012
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC3217303/
https://ncbi.nlm.nih.gov/pubmed/22102768
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/03610918.2011.579368
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