Results 11 to 20 of about 23,045 (305)
More on the Supremum Statistic to Test Multivariate Skew-Normality
Computation, 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
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Some Statistical Aspects of the Truncated Multivariate Skew-t Distribution
Mathematics, 2022 The multivariate skew-t distribution plays an important role in statistics since it combines skewness with heavy tails, a very common feature in real-world data.
Raúl Alejandro Morán-Vásquez +2 more
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Mathematics, 2021 Non-normality is a usual fact when dealing with gene expression data. Thus, flexible models are needed in order to account for the underlying asymmetry and heavy tails of multivariate gene expression measures.
Jorge M. Arevalillo, Hilario Navarro
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Fast inference methods for high-dimensional factor copulas
Dependence Modeling, 2022 Gaussian factor models allow the statistician to capture multivariate dependence between variables. However, they are computationally cumbersome in high dimensions and are not able to capture multivariate skewness in the data.
Verhoijsen Alex, Krupskiy Pavel
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Frontiers in Oncology, 2021 PurposeNeuroendocrine tumors (NET) are rare cancers with variable behavior. A better understanding of prognosis would aid individualized management. The aim of this hypothesis-generating pilot study was to investigate the prognostic potential of tumor ...
Charlotte Atkinson +7 more
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The multivariate skew-normal distribution [PDF]
Biometrika, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
AZZALINI, ADELCHI +1 more
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A New Goodness of Fit Test for Multivariate Normality and Comparative Simulation Study
Mathematics, 2021 The testing of multivariate normality remains a significant scientific problem. Although it is being extensively researched, it is still unclear how to choose the best test based on the sample size, variance, covariance matrix and others.
Jurgita Arnastauskaitė +2 more
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Signatures of Eurasian heat waves in global Rossby wave spectra [PDF]
Weather and Climate Dynamics, 2022 This paper investigates systematic changes in the global atmospheric circulation statistics during Eurasian heat waves (HWs). The investigation of Rossby wave energy anomalies during HWs is based on the time series of Hough expansion coefficients ...
I. Strigunova +3 more
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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
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Finite Mixtures of Multivariate Skew Laplace Distributions
Revstat Statistical Journal, 2021 This paper proposes finite mixtures of multivariate skew Laplace distributions in order to model both skewness and heavy-tailedness in heterogeneous data sets.
Fatma Zehra Doğru +2 more
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