A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation

Continuous Univariate Distributions.

Yasuhiro Omori, Norman L. Johnson, S. Kotz et al. · Journal of the American Statistical Association · 1995 · 9.3K citations

Natural Sciences, Mathematics, Probability Theory +12

Mersenne twister

Makoto Matsumoto, Takuji Nishimura · ACM Transactions on Modeling and Computer Simulation · 1998 · 5.7K citations

Computing, Computer Engineering, Computer Science +12

Kendall's Advanced Theory of Statistics.

Aa, Alan Stuart, Keith Ord · Journal of the American Statistical Association · 1995 · 2.7K citations

Natural Sciences, Mathematics, Probability Theory +9

The multivariate skew-normal distribution

Adelchi Azzalini · Biometrika · 1996 · 1.7K citations · Full text

Natural Sciences, Biostatistics, Statistics +10

Symmetric Multivariate and Related Distributions.

Sanat K. Sarkar, Kai-Tai Fang, Samuel Kotz et al. · Journal of the American Statistical Association · 1991 · 1.6K citations

Natural Sciences, Mathematics, Probability Theory +16