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...
Main Authors: | Mair, Patrick, Satorra, Albert, Bentler, Peter M. |
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Format: | Others |
Language: | en |
Published: |
WU Vienna University of Economics and Business
2011
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Subjects: | |
Online Access: | http://epub.wu.ac.at/3122/1/Report108.pdf |
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