Results 1 to 10 of about 115,160 (139)
Multivariate Geometric Skew-Normal Distribution [PDF]
Statistics, 2017 Azzalini (1985) introduced a skew-normal distribution of which normal distribution is a special case. Recently Kundu (2014) introduced a geometric skew-normal distribution and showed that it has certain advantages over Azzalini's skew-normal distribution.
Kundu, Debasis
core +2 more sources
An analysis of skewness and skewness persistence in three emerging markets [PDF]
Emerging Markets Review, 2005 This paper reports an investigation into the extent and persistence of skewness in stock returns in three emerging markets, namely the Czech Republic, Kenya and Poland. The study is undertaken using the extended skew normal distribution and an asymmetric
C J Adcock
exaly +6 more sources
On Multivariate Skewness and Kurtosis [PDF]
Sankhya A, 2020 AbstractA unified treatment of all currently available cumulant-based indexes of multivariate skewness and kurtosis is provided here, expressing them in terms of the third and fourth-order cumulant vectors respectively. Such a treatment helps reveal many subtle features and inter-connections among the existing indexes as well as some deficiencies ...
Jammalamadaka, Sreenivasa Rao +2 more
openaire +3 more sources
On a Vector-Valued Measure of Multivariate Skewness [PDF]
Symmetry, 2021 The canonical skewness vector is an analytically simple function of the third-order, standardized moments of a random vector. Statistical applications of this skewness measure include semiparametric modeling, independent component analysis, model-based clustering, and multivariate normality testing.
openaire +3 more sources
The multivariate skew-normal distribution [PDF]
Biometrika, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
AZZALINI, ADELCHI +1 more
openaire +3 more sources
On the singularity of multivariate skew-symmetric models [PDF]
Journal of Multivariate Analysis, 2010 Using a colloquial style and awkward notation, the authors first solve the problem of characterizing the symmetric kernels leading to singular Fisher information matrices in the vicinity of symmetry for a class of multivariate skew-symmetric distributions.
Christophe Ley, Davy Paindaveine
openaire +4 more sources
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.
core +1 more source
Multivariate measures of skewness for the skew-normal distribution
Journal of Multivariate Analysis, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BALAKRISHNAN N, SCARPA, BRUNO
openaire +3 more sources
Predicting the depositional environments and transportation mechanisms of sediments using granulometric parameters, bivariate and multivariate analyses [PDF]
, 2019 Grain size distribution and classes present in sedimentary rocks are responsive to the physical changes of the transporting media and the basin of deposition.
Ikhane, Phillips R. +2 more
core +1 more source
Multivariate skew-symmetric distributions
Applied Mathematics Letters, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arjun K. Gupta, Fu-Chuen Chang
openaire +2 more sources