A multinormal partial credit model for factor analysis of polytomously scored items with ordered response categories is derived using an extension of the Dutch Identity (Holland in Psychometrika 55:5–18, <CitationRef CitationID="CR11">1990</CitationRef>). In the model, latent variables are assumed to have a multivariate normal...</citationref>

In this paper it is shown how a general two-sided orthant probability for a quadrivariate normal distribution can be evaluated by a one-dimensional numerical integral calculation. The quadrivariate normal distribution can have any covariance matrix and any mean vector. This affords a practical...

In the present article we are interested in presenting some properties of testing homogeneity of multivariate normal mean vectors against an order restriction for two cases, the covariance matrices are known, and the case that they have an unknown scale factor. This problem of testing with these...

In this article, I discuss the methods for generating nonnegatively correlated binary random variates. I provide a new command, rbinary, with examples showing how the command can be used. Copyright 2015 by StataCorp LP.

Current methods of testing the equality of conditional correlations of bivariate data on a third variable of interest (covariate) are limited due to discretizing of the covariate when it is continuous. In this study, we propose a linear model approach for estimation and hypothesis testing of the...

We show that in the world of Black and Scholes (1973) lookback options where the underlying price is monitored discretely instead of continuously can be priced in semi-closed form. We derive pricing formulas for a variety of full and partial lookback options, where monitoring takes place at not...