A Copula Approach to Generate Non-Normal Multivariate Data for SEM

A Copula Approach to Generate Non-Normal Multivariate Data for SEM

The present paper develops a procedure based on multivariate copulas for simulating multivariate non-normal data that satisfies a pre-specified covariance matrix. The covariance matrix used, can comply with a specific moment structure form (e.g., a factor analysis or a general SEM model). So the me...

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Bibliographic Details
Main Authors: Mair, Patrick, Satorra, Albert, Bentler, Peter M.
Format: Others
Language:en
Published: WU Vienna University of Economics and Business 2011
Subjects:
Multivariate Copulas / Structural Equation Modeling (SEM) / Robust One-Sample Test Covariance Matrix / Monte Carlo Simulations / Non-Normal Data SEM
Online Access:http://epub.wu.ac.at/3122/1/Report108.pdf

Internet

http://epub.wu.ac.at/3122/1/Report108.pdf

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