Results 91 to 100 of about 84,899 (205)
Bayesian Estimation of Spatial Lagged Panel Quantile Regression Model
Applied SciencesThis paper proposes a Bayesian estimation method for spatial lagged panel quantile models. The proposed model simultaneously considers spatial lag effects of the dependent variable and the quantile regression framework, enabling effective capture of ...
Man Zhao +4 more
doaj +1 more source
*WINNER* On the Location-Scale Gaussian Mixture of the Laplace Distribution with Applications
, 2019 The Laplace distribution has historically had statistical applications in image and speech recognition, hydrology, and finance. The distribution is characterized by having a sharper peak at the center than that of the Normal distribution.
Agee, Seth
core
Asymmetric competition, risk, and return distribution
, 2019 We propose a parsimonious statistical model of firm competition where structural differences in the strength of competitive pressure and the magnitude of return fluctuations above and below the system-wide benchmark translate into a skewed Subbotin or ...
Mundt, Philipp, Oh, Ilfan
core +1 more source
Generalized Univariate Distributions and a New Asymmetric Laplace Model
, 2017 This work provides a survey of general class of distributions generated from a mixture of beta random variables. We provide an extensive review of the literature, concerning generating new distributions via the inverse CDF transformation.
Sharma, Palash
core
International Journal of Electrical Power & Energy SystemsAccurate measurement of the transmission line parameters is essential for the stable operation of the power system. However, the existing methods are limited in their engineering applicability due to the assumption of parameter symmetry.
Haobin Chen +5 more
doaj +1 more source
The Asymmetric Bimodal Normal Distribution: A Tractable Mixture Model for Skewed and Bimodal Data
MathematicsWe study a parsimonious constrained two-component Gaussian mixture with symmetric locations ±λ and unequal weights controlled by α∈[−1,1]; we refer to this family as the asymmetric bimodal normal.
Hassan S. Bakouch +5 more
doaj +1 more source
, 2019 arslan, olcay/0000-0002-7067-4997; dogru, fatma zehra/0000-0001-8220-2375WOS: 000466874800056In this article, we propose the joint location, scale and skewness models of the skew Laplace normal (SLN) distribution as an alternative model for the joint ...
Arslan, Olcay, Dogru, Fatma Zehra
core +1 more source
A quantum model for the overpriced put puzzle
Financial InnovationPut options are known to be priced unusually high in the market, which we refer to as the overpriced put puzzle. This study proposes a quantum model (QM) that can explain such high put option prices as fair prices. Starting from a stochastic differential
Minhyuk Jeong +4 more
doaj +1 more source
On A Characteristic Property of Distributions Related to the Laplace
, 2019 It is shown that the asymmetric Laplace distribution uniquely arises as the distribution of both a difference between independent positive random variables and of a random choice between those random variables, one of them having been given a negative ...
Jones, M. C.
core +1 more source
Asymmetric Laplace distribution regression model for fitting heterogeneous longitudinal response
The systematic collection of longitudinal data is very common in practice, making mixed models widely used. Most developments around these models focus on modeling the mean trajectory of repeated measurements, typically under the assumption of homoskedasticity.
Barbieri, Antoine +4 more
openaire +2 more sources