Results 11 to 20 of about 749,938 (278)

Multivariate normal-Laplace distribution and processes

open access: yesStatistica, 2014
The normal-Laplace distribution is considered and its properties are discussed. A multivariate normal-Laplace distribution is introduced and its properties are studied. First order autoregressive processes with these stationary marginal distributions are
Kanichukattu Korakutty Jose   +1 more
doaj   +1 more source

Extensions of Stein's lemma for the skew-normal distribution [PDF]

open access: yes, 2007
When two random variables have a bivariate normal distribution, Stein's lemma (Stein, 1973, 1981), provides, under certain regularity conditions, an expression for the covariance of the first variable with a function of the second.
Adcock, C.J.
core   +1 more source

Malaysian Women Shoe Sizing System Using Multivariate Normal Probability Distribution

open access: yesIEEE Access, 2019
The Malaysian women population frequently face the problem of finding the best fitting shoes. This problem is created by the absence of a Malaysian women shoe sizing system.
Mohd Faizal Mohd Hamzah   +3 more
doaj   +1 more source

Testing Multivariate Normality Based on F-Representative Points

open access: yesMathematics, 2022
The multivariate normal is a common assumption in many statistical models and methodologies for high-dimensional data analysis. The exploration of approaches to testing multivariate normality never stops.
Sirao Wang   +3 more
doaj   +1 more source

Partial stochastic dominance for the multivariate Gaussian distribution [PDF]

open access: yes, 2014
Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures.
Turner, Amanda, Whitehead, John
core   +2 more sources

More on the Supremum Statistic to Test Multivariate Skew-Normality

open access: yesComputation, 2021
This review is about verifying and generalizing the supremum test statistic developed by Balakrishnan et al. Exhaustive simulation studies are conducted for various dimensions to determine the effect, in terms of empirical size, of the supremum test ...
Timothy Opheim, Anuradha Roy
doaj   +1 more source

Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint

open access: yesRisks, 2018
Statistical modeling techniques—and factor models in particular—are extensively used in practice, especially in the insurance and finance industry, where many risks have to be accounted for.
Frédéric Vrins
doaj   +1 more source

On the Canonical Form of Scale Mixtures of Skew-Normal Distributions

open access: yesStatistica, 2020
The canonical form of scale mixtures of multivariate skew-normal distribution is defined, emphasizing its role in summarizing some key properties of this class of distributions.
Antonella Capitanio
doaj   +1 more source

Properties and Limiting Forms of the Multivariate Extended Skew-Normal and Skew-Student Distributions

open access: yesStats, 2022
This paper is concerned with the multivariate extended skew-normal [MESN] and multivariate extended skew-Student [MEST] distributions, that is, distributions in which the location parameters of the underlying truncated distributions are not zero.
Christopher J. Adcock
doaj   +1 more source

Effective Planar Cluster Detection in Point Clouds Using Histogram-Driven Kd-Like Partition and Shifted Mahalanobis Distance Based Regression

open access: yesRemote Sensing, 2019
Point cloud segmentation for planar surface detection is a valid problem of automatic laser scans analysis. It is widely exploited for many industrial remote sensing tasks, such as LIDAR city scanning, creating inventories of buildings, or object ...
Jakub Walczak   +2 more
doaj   +1 more source

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