Results 71 to 80 of about 123 (118)
Shape mixtures of multivariate skew-normal distributions
Classes of shape mixtures of independent and dependent multivariate skew-normal distributions are considered and some of their main properties are studied.
Loschi, Rosangela H. +2 more
core
This paper derives the joint density of a particular trivariate non-central [chi]2 distribution corresponding to the diagonal elements of a 3x3 complex non-central Wishart matrix.
McKay, Matthew R. +1 more
core
Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials. [PDF]
Dafnis SD, Makri FS, Koutras MV.
europepmc +1 more source
Zero-inflated beta distribution applied to word frequency and lexical dispersion in corpus linguistics. [PDF]
Burch B, Egbert J.
europepmc +1 more source
Copula-based measures of asymmetry between the lower and upper tail probabilities. [PDF]
Kato S, Yoshiba T, Eguchi S.
europepmc +1 more source
A New Regression Model for the Analysis of Overdispersed and Zero-Modified Count Data. [PDF]
Bertoli W +3 more
europepmc +1 more source
Wishartness and independence of matrix quadratic forms in a normal random matrix
Let Y be an nxp multivariate normal random matrix with general covariance [Sigma]Y. The general covariance [Sigma]Y of Y means that the collection of all np elements in Y has an arbitrary npxnp covariance matrix. A set of general, succinct and verifiable
Hu, Jianhua
core
A bivariate inverse Weibull distribution and its application in complementary risks model. [PDF]
Mondal S, Kundu D.
europepmc +1 more source
For a {0, 1}-pattern of finite length, an empirical process is introduced in order to describe the number of overlapping occurrences of the pattern at each level t[set membership, variant][0,1] in a sequence of the corresponding indicators of i.i.d.
Aki, Sigeo
core
The Variance-Gamma Product Distribution. [PDF]
Gaunt RE, Li S, Sutcliffe HL.
europepmc +1 more source

