Results 91 to 100 of about 672,008 (194)

On Srivastava's multivariate sample skewness and kurtosis under non-normality

This paper is concerned with asymptotic behavior of sample skewness and kurtosis. The asymptotic expansions under non-normality are obtained for the sample measures of multivariate skewness and kurtosis defined by Srivastava [1984.
Maruyama, Yosihito
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Multivariate Gram-Charlier Densities [PDF]

This paper introduces a new family of multivariate distributions based on Gram-Charlier and Edgeworth expansions. This family encompasses many of the univariate seminonparametric densities proposed in the financial econometrics as marginal distributions ...
Perote, Javier, Ñíguez, Trino-Manuel, Del Brio, Esther B.   +2 more
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Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models [PDF]

For emerging market returns there is strong evidence that the departure from normality is primarily driven by kurtosis and not skewness. This paper investigates the empirical validity of a return generating process that includes quadratic and cubic ...
Brooks, Robert, Iqbal, Javed, Galagedera, Don UA   +2 more
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Associations of Sleep Duration and Physical Activity with Academic and Physical Education Performance Among Moroccan Adolescents. [PDF]

Clocks Sleep
Akhittouch A, Oirdi HE, Chokri A, Barkaoui M, Ihbour S, Eloirdi A.   +5 more
europepmc   +1 more source

Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR [PDF]

Engle and Manganelli (2004) propose CAViaR, a class of models suitable for estimating conditional quantiles in dynamic settings. Engle and Manganelli apply their approach to the estimation of Value at Risk, but this is only one of many possible ...
Manganelli, Simone, Kim, Tae-Hwan, White, Halbert   +2 more
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Turkish adaptation of the Children's Numeracy Interest Scale and its relationship with parental math involvement. [PDF]

BMC Psychol
Karakuş Özkan H.
europepmc   +1 more source

Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers [PDF]

We consider classes of multivariate distributions which can model skewness and are closed under orthogonal transformations. We review two classes of such distributions proposed in the literature and focus our attention on a particular, yet quite flexible,
Jose T.A.S. Ferreira, Mark F.J. Steel
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Distinguishing Ki67 stratification expression in ER-positive/HER2-negative breast cancers: comparison of advanced MRI diffusion models. [PDF]

BMC Med Imaging
Kang Z, Du S, Zhao L, Zhao R, Gao S, Zhang Y, Yu J, Liu X, Jiang Y, Wang Y, Zhang L.   +10 more
europepmc   +1 more source

Multivariate skewness and kurtosis measures with an application in ICA

In this paper skewness and kurtosis characteristics of a multivariate p-dimensional distribution are introduced. The skewness measure is defined as a p-vector while the kurtosis is characterized by a pxp-matrix.
Kollo, Tõnu
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Value of multiparametric MRI as a potential marker to differentiate membranous nephropathy from IgA nephropathy. [PDF]

BMC Med Imaging
Shi R, Wang H, Li M, Li K, Yang H, Zhu J, Kuehn B, Nickel MD, Yang D, Guo W, Xu H, Yang Z.   +11 more
europepmc   +1 more source