Results 31 to 40 of about 6,131,287 (277)
Long-horizon asset and portfolio returns revisited: Evidence from US markets
Cogent Business & Management, 2023 This study revisits the widely used assumptions in long-term asset allocation: the normal distribution of long-horizon returns and the negligible impacts of estimation errors on the expected returns.
Tri M. Hoang
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Comparing the $G$-Normal Distribution to its Classical Counterpart [PDF]
, 2014 In one dimension, the theory of the $G$-normal distribution is well-developed, and many results from the classical setting have a nonlinear counterpart. Significant challenges remain in multiple dimensions, and some of what has already been discovered is
Bayraktar, Erhan, Munk, Alexander
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Approximate skew normal distribution
Journal of Advanced Research, 2010 We propose a new approximate skew normal distribution, it is easy to calculate, convenient, mathematically tractable and is in a closed form. It is particularly useful when the probability density function occurs in an expression to be used for further ...
Samir K. Ashour, Mahmood A. Abdel-hameed
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The Discrete Infinite Logistic Normal Distribution [PDF]
, 2012 We present the discrete infinite logistic normal distribution (DILN), a Bayesian nonparametric prior for mixed membership models. DILN is a generalization of the hierarchical Dirichlet process (HDP) that models correlation structure between the weights ...
Blei, David, Paisley, John, Wang, Chong
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Multivariate Geometric Skew-Normal Distribution
, 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
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Cantor Series Constructions Contrasting Two Notions of Normality [PDF]
, 2010 A. R\'enyi \cite{Renyi} made a definition that gives a generalization of simple normality in the context of $Q$-Cantor series. In \cite{Mance}, a definition of $Q$-normality was given that generalizes the notion of normality in the context of $Q$-Cantor ...
B. Mance, C. Altomare, C. Altomare
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Časopis Socìalʹno-Ekonomìčnoï Geografìï. Часопис соціально-економічної географії, 2020 The paper describes spatial features identification of the population trading service development in Kharkiv region with the use of the univariate statistical analysis.
Pavlo Kobylin +3 more
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The normal distribution is freely selfdecomposable
, 2017 The class of selfdecomposable distributions in free probability theory was introduced by Barndorff-Nielsen and the third named author. It constitutes a fairly large subclass of the freely infinitely divisible distributions, but so far specific examples ...
Hasebe, Takahiro +2 more
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Extensions of Stein's lemma for the skew-normal distribution [PDF]
, 2007 When two random variables have a bivariate normal distribution, Stein's lemma (Stein, 1973, 1981), provides, under certain regularity conditions, an expression for the covariance of the first variable with a function of the second.
Adcock, C.J.
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IEEE Access, 2021 Since multispectral images (MSIs) have much more sufficient spectral information than RGB images (RGBs), reconstructing MS images from RGB images is a severely underconstrained problem. We have to generate colossally different information between the two
Xu Liu +4 more
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