Some Oddities regarding the Iman-Conover Method

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This note provides an analysis with respect to some oddities regarding the Iman-Conover method.
This note provides an analysis with respect to some oddities regarding the Iman-Conover method. Specifically it will be demonstrated that the use of this method for the generation of multidimensional random variates with prescribed correlation structures may result in strange constellations in some instances.

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Johann Markus Schauerhuber
During his studies and academic resp. professional activities Johann Markus Schauerhuber has been intensively involved in statistical programming, stochastic, risk theory, simulation and mathematical modeling. Most of his professional experience from 1990 to date has been gained in the university domain as an academic director, postdoc lecturer / researcher and in government authorities.

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