Results 151 to 160 of about 685,977 (197)

A multivariate skew-garch model

2005
Empirical research on European stock markets has shown that they behave differently according to the performance of the leading financial market identified as the US market. A positive sign is viewed as good news in the international financial markets, a negative sign means, conversely, bad news.
DE LUCA, GIOVANNI, LOPERFIDO N, GENTON M.   +2 more
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The Multivariate Alpha Skew Gaussian Distribution

Bulletin of the Brazilian Mathematical Society, New Series, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Anderson Ara, Francisco Louzada
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Smooth Test for Multivariate Skew-Normality

Proceedings of the 2019 3rd International Conference on Advances in Image Processing, 2019
Based on the smooth test for uniformity on the surface of a unit sphere, a new test for multivariate skew-normality is presented. The asymptotic null distribution of the transformed sample is obtained, and a bootstrapping algorithm is given to estimate the p-value of the test statistic.
Yan Su 0005, Boyuan Zhou
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A Bayesian interpretation of the multivariate skew-normal distribution

Statistics & Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
LISEO, Brunero, LOPERFIDO N.
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Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions

Journal of Multivariate Analysis, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sheng Wang, Dale L. Zimmerman, Patrick Breheny   +2 more
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Shapiro-Wilk test for multivariate skew-normality

Computational Statistics, 2022
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Elizabeth González-Estrada, José A. Villaseñor, Rocío Acosta-Pech   +2 more
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The multivariate skew-slash distribution

Journal of Statistical Planning and Inference, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Jing, Genton, Marc G.
openaire   +1 more source

MULTIVARIATE SKEW t -DISTRIBUTION

Statistics: A Journal of Theoretical and Applied Statistics, 2003
In this paper, we define multivariate skew t-distribution which has some of the properties of multivariate t-distribution and has a shape parameter to represent skewness. Some of its properties are also studied including the moments. Multivariate skew-Cauchy distribution is given as a special case.
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Some Skewed Multivariate Distributions

American Journal of Mathematical and Management Sciences, 2000
SYNOPTIC ABSTRACTHidden marginal truncation models are investigated in non-normal settings. The univariate skew normal distribution as described by Azzalini (1985) is generalized to non-normal variants, which coincide with t he form of the skew normal if the underlying distributions are symmetric.
Barry C. Arnold, Robert J. Beaver
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Multivariate skew-normal distribution for modelling skewed spatial data

Spatial and Spatio-temporal Epidemiology
Multivariate spatial data are commonly modelled using the shared spatial component and multivariate intrinsic conditional autoregressive (MICAR) models where the spatial random variables are assumed to be normally distributed. However, the normality assumption may not be always right as the spatially structured component may show non-normal ...
Kassahun Abere Ayalew, Samuel Manda, Bo Cai   +2 more
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