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Flexible Modelling via Multivariate Skew Distributions

2019
Mixtures of skew component distributions are being applied widely to model and partition data into clusters that exhibit non-normal features such as asymmetry and tails heavier than the normal. The number of contributions on skew distributions are now so many that it is beyond the scope of this paper to include them all here.
Geoffrey J. McLachlan, Sharon X. Lee
openaire   +2 more sources

On the information matrix of the multivariate skew-t model

METRON, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Testing a Multivariate Distribution for Generalized Skew Ellipticity

Theory of Probability & Its Applications, 2019
Рассматривается задача тестирования распределения по выборке на принадлежность семейству многомерных обобщенных скошенно-эллиптических распределений с неизвестными вектором сдвига, матрицей масштаба, распределением симметричной компоненты, у которого задана параметрическая функция скоса с неизвестным значением параметра.
openaire   +1 more source

The skewness of oil price returns and equity premium predictability

Energy Economics, 2021
Zhifeng Dai, Jie Kang, Fenghua Wen
exaly  

Multivariate skewness and kurtosis

Journal of the Korean Data And Information Science Sociaty, 2018
Chong Sun Hong, Jae Hyun Sung
openaire   +1 more source

Skewness-based market integration: A systemic risk measure across international equity markets

International Review of Financial Analysis, 2021
Zhihong Jian, Xupei Li
exaly  

Measuring skewness premia

Journal of Financial Economics, 2020
Hugues Langlois
exaly  

Co-skewness and expected return: Evidence from international stock markets

Journal of International Financial Markets, Institutions and Money, 2022
Hung Wan Kot
exaly  

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