This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. A new class of rectangular orthogonal matrices is fundamental to the methodology, and these "L-matrices'' can be deterministic, parametric or data specific in nature. The...

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. A new class of rectangular orthogonal matrices is fundamental to the methodology, and these ``L-matrices'' can be deterministic, parametric or data specific in nature....