Kurtosis tests for multivariate normality with monotone incomplete data [PDF]
TEST, 2014 We consider the problem of testing multivariate normality when the data consists of a random sample of two-step monotone incomplete observations. We define for such data a generalization of Mardia's statistic for measuring kurtosis, derive the asymptotic non-null distribution of the statistic under certain regularity conditions and against a broad ...
Yamada, Tomoya +2 more
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Skewness and kurtosis of multivariate Markov-switching processes
Computational Statistics & Data Analysis, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
FIORENTINI, GABRIELE +2 more
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Extraction of the underlying structure of systematic risk from non-Gaussian multivariate financial time series using independent component analysis: Evidence from the Mexican stock exchange [PDF]
, 2018 Regarding the problems related to multivariate non-Gaussianity of financial time series, i.e., unreliable results in extraction of underlying risk factors -via Principal Component Analysis or Factor Analysis-, we use Independent Component Analysis (ICA ...
Ladrón de Guevara Cortés, Rogelio +2 more
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Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions [PDF]
, 2015 We formalise and generalise the definition of the family of univariate double two--piece distributions, obtained by using a density--based transformation of unimodal symmetric continuous distributions with a shape parameter.
Rubio, F. J., Steel, M. F. J.
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Assessing the ecological relevance of organic discharge limits for constructed wetlands by means of a model-based analysis [PDF]
, 2018 Polder watercourses within agricultural areas are affected by high chemical oxygen demand (COD) and biological oxygen demand (BOD5) concentrations, due to intensive farming activities and runoff. Practical cases have shown that constructed wetlands (CWs)
Boets, Pieter +5 more
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Methods in PsychologyMonte Carlo simulations and theoretical analyses have repeatedly demonstrated the impact of outliers on statistical analysis. Most simulation studies generate outliers using one of two general approaches: by multiplying an arbitrary point by a constant ...
Oscar L. Olvera Astivia
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Prognostic 18F-FDG Radiomic Features in Advanced High-Grade Serous Ovarian Cancer
Diagnostics, 2023 High-grade serous ovarian cancer (HGSOC) is an aggressive disease with different clinical outcomes and poor prognosis. This could be due to tumor heterogeneity. The 18F-FDG PET radiomic parameters permit addressing tumor heterogeneity. Nevertheless, this
Daniela Travaglio Morales +8 more
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A multivariate Kolmogorov-Smornov test of goodnes of fit [PDF]
, 1994 This paper presents a distribution free multivariate Kolmogorov-Smirnov goodıness of fit test. The test uses an statistic which is built using Rosenblatt's transformation and an algorithm is developed to compute it in the bivariate case.
Justel, Ana +2 more
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Exploiting skewness to build an optimal hedge fund with a currency overlay [PDF]
, 2005 This paper documents an investigation into the use of portfolio selection methods to construct a hedge fund with a currency overlay. The fund, which is based on number of international stock and bond market indices and is constructed from the perspective
Adcock, C.J.
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Shock and Vibration, 2021 Condition monitoring and compound fault diagnosis are crucial key points for ensuring the normal operation of rotating machinery. A novel method for condition monitoring and compound fault diagnosis based on the dual-kurtogram algorithm and multivariate ...
Zhiyuan Jiao, Wei Fan, Zhenying Xu
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