Results 191 to 200 of about 115,259 (238)

On Multivariate Skewness and Kurtosis

Theory of Probability and Its Applications, 1994
Summary: Let \(X\) be a \(d\)-dimensional standardized random variable \(({\mathbf E}(X) = 0\), \(\text{cov}(X) = 1)\). Then for a multivariate analogue of skewness \(s = {\mathbf E}(\| X \|^ 2 X)\) and kurtosis \(k = {\mathbf E} XX^ T XX^ T - (d + 2)I\) we show that \(\| s\|^ 2 \leq \text{tr }k + 2d\). For infinitely divisible distributions, \(\| s\|^
Tamás F Mori
exaly   +4 more sources

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, Boyuan Zhou
openaire   +1 more source

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
openaire   +3 more sources

Bayesian skew selection for multivariate models

Computational Statistics & Data Analysis, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Anastasios Panagiotelis, Michael S. Smith   +1 more
openaire   +1 more source

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
openaire   +2 more sources

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.
openaire   +4 more sources

Imputation for Skewed Data: Multivariate Lomax Case

Sankhya B, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhixin Lun, Ravindra Khattree
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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
openaire   +1 more source

Shapiro-Wilk test for multivariate skew-normality

Computational Statistics, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Elizabeth González-Estrada, José A. Villaseñor, Rocío Acosta-Pech   +2 more
openaire   +1 more source