Simulation of multivariate gamma data with exponential marginals for independent clusters

References

• Chandrasekar , V. , Brockwell , P.J. and Bringi , V.N. 1987 . “Simulation of Multivariate Exponential Time Series” . Proceedings of the 19^th Symposium on the Interface, Computing Science, and Statistics, ASA , : 422 – 427 .
   Google Scholar
• Chandrasekar , V. and Brockwell , P.J. 1989 . “Simulation of a Class of Multivariate Exponential Time Series” . Proceedings of the 21^st Symposium on the Interface, Computing Science, and Statistics, ASA , : 549 – 551 .
   Google Scholar
• Chandrasekar , V. , Green , J.W. and Brockwell , P.J. 1990 . “Simulation of Polarized Radar Signals Using Multivariate Complex Gaussian and Exponential Series” . Proceedings of the 22^nd Symposium on the Interface, Computing Science, and Statistics, ASA , : 310 – 314 .
   Google Scholar
• Cheng , S.C. , Wei , L.J. and Ying , Z. 1996 . “Analysis of Transformation Models with Censored Data” . Biometrika , 82 : 835 – 845 .
   Google Scholar
• Clayton , D.G. 1978 . “A Model for Association in Bivariate Life Tables and Its Application in Epidemiological Studies of Familial Tendency in Chronic Disease Incidence” . Biometrika , 65 : 141 – 51 .
   Web of Science ®Google Scholar
• Efron , B. and Tibshirani , R.J. 1993 . An Introduction to the Bootstrap , 436 New York : Chapman & Hall .
   Google Scholar
• Emrich , L.J. and Piedmonte , M.R. 1991 . “A Method for Generating High ‐ Dimensional Multivariate Binary Variates“ . The American Statistician , 45 : 302 – 304 .
   Web of Science ®Google Scholar
• Gange, S.J. (1993), “Generating Multivariate Ordinal Variates With Fixed Marginal and Pairwise Probabilities Using the Iterative Proportional Fitting Algorithm,” Technical Report 83, University of Wisconsin, Department of Biostatistics.
   Google Scholar
• Gange , J. 1995 . “Generating Multivariate Categorical Variates Using the Iterative Proportional Fitting Algorithm” . The American Statistician , 49 : 134 – 138 .
   Web of Science ®Google Scholar
• Gumbel , E.J. 1960 . “Bivariate exponential Distributions” . Journal of the American Statistical Association , 55 : 698 – 707 .
   Web of Science ®Google Scholar
• Johnson , N.L. and Kotz , S. 1972 . Distributions in Statistics: Continuous Multivariate Distributions , New York : Wiley .
   Google Scholar
• Johnson , R.A. and Wichern , D.W. 1992 . Applied Multivariate Statistical Analysis , Englewood Cliffs, NJ : Prentice ‐ Hall .
   Google Scholar
• Lawrance , A.J. and Lewis , P.A.W. 1981 . “A New Autoregressive Time Series Model in Exponential Variables (NEAR(1))” . Advanced Applied Probability , 13 : 826 – 845 .
   Web of Science ®Google Scholar
• Liang , K.L. and Zeger , S.L. 1986 . “Longitudinal Data Analysis Using Generalized Linear Models” . Biometrika, , 73 : 13 – 22 .
   Web of Science ®Google Scholar
• London, W.B. (1998), “Application of Within ‐ Cluster Correlations in a Generalized Estimating Equations (GEE) Approach: Implications for Inference in Survival Analysis,” unpublished Ph.D. thesis, Medical College of Virginia of Virginia Commonwealth University, Richmond.
   Google Scholar
• Muirhead , R.J. 1982 . Aspects of Multivariate Statistical Theory , New York : Wiley .
   Google Scholar
• Rothschild , V. and Logothetis , N. 1986 . Probability Distributions , New York : Wiley .
   Google Scholar