Results 81 to 90 of about 279,857 (193)

The Lambert-Topp-Leone distribution: an alternative for modeling proportion and lifetime data

Frontiers in Applied Mathematics and Statistics
This article discusses the Lambert-Topp-Leone distribution as a flexible alternative for modeling proportion and lifetime data. By extending the Topp-Leone distribution, the proposed model offers greater flexibility in terms of skewness and kurtosis ...
Juan M. Astorga, Yuri A. Iriarte
doaj   +1 more source

Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models [PDF]

The paper aimed at modelling the density of inflation based on time-varying conditional variance, skewness and kurtosis model developed by Leon, Rubio, and Serna (2005) who model higher-order moments as GARCH-type processes by applying a Gram-Charlier ...
Doaa Akl Ahmed
core  

Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue [PDF]

Econometric modeling based on the Student’s t distribution introduces an additional parameter — the degree of freedom. In this paper we use a simulation study to investigate the ability of (i) the GARCH-t model (Bollerslev, 1987) to estimate the true ...
Maria S. Heracleous
core  

Exploring the Potential of Machine Learning Algorithms to Improve Diffusion Nuclear Magnetic Resonance Imaging Models Analysis

Journal of Medical Physics
Purpose: This paper explores different machine learning (ML) algorithms for analyzing diffusion nuclear magnetic resonance imaging (dMRI) models when analytical fitting shows restrictions.
Leonar Steven Prieto-González, Luis Agulles-Pedrós   +1 more
doaj   +1 more source

Real-Time Sensing of Upper Extremity Movement Diversity Using Kurtosis Implemented on a Smartwatch

Sensors
Wearable activity sensors typically count movement quantity, such as the number of steps taken or the number of upper extremity (UE) counts achieved. However, for some applications, such as neurologic rehabilitation, it may be of interest to quantify the
Guillem Cornella-Barba, Shusuke Okita, Zheng Li, David J. Reinkensmeyer   +3 more
doaj   +1 more source

A note on the construction of generalized Tukey-type transformations [PDF]

One possibility to construct heavy tail distributions is to directly manipulate a standard Gaussian random variable by means of transformations which satisfy certain conditions.
Fischer, Matthias J.
core  

Generalized Tukey-type distributions with application to financial and teletraffic data [PDF]

Constructing skew and heavy-tailed distributions by transforming a standard normal variable goes back to Tukey (1977) and was extended and formalized by Hoaglin (1983) and Martinez & Iglewicz (1984). Applications of Tukey's GH distribution family - which
Fischer, Matthias J.
core  

Extreme Returns: The Case of Currencies [PDF]

This paper investigates how active price-contingent trading contributes to extreme returns even in the absence of news. Price-contingent trading, which is common across financial markets, includes algorithmic trading, technical trading, and dynamic ...
Carol Osler, Tanseli Savaser
core  

International asset allocation under regime switching, skew and kurtosis preferences [PDF]

This paper proposes a new tractable approach to solving asset allocation problems in situations with a large number of risky assets which pose problems for standard approaches.
Allan Timmerman, Massimo Guidolin
core  

Monte Carlo Assessment of Accuracy for Mean Kärger Model Water Exchange Rate Estimates From Diffusional Kurtosis Time Dependence. [PDF]

NMR Biomed
Jensen JH, Coronado-Leija R, Fieremans E.   +2 more
europepmc   +1 more source