Results 101 to 110 of about 2,547,927 (188)

Decomposing Berge graphs and detecting balanced skew partitions [PDF]

We prove that the problem of deciding whether a graph has a balanced skew partition is NP-hard. We give an O(n9)-time algorithm for the same problem restricted to Berge graphs.
Nicolas Trotignon
core  

On bias reduction estimators of skew-normal and skew-t distributions. [PDF]

J Appl Stat, 2020
Maghami MM, Bahrami M, Sajadi FA.
europepmc   +1 more source

Correction: Authors' Response to Peer Reviews of "Impact of COVID-19 Testing Strategies and Lockdowns on Disease Management Across Europe, South America, and the United States: Analysis Using Skew-Normal Distributions". [PDF]

JMIRx Med, 2021
De Leo S.
europepmc   +1 more source

Skew-normal Bayesian spatial heterogeneity panel data models. [PDF]

J Appl Stat, 2020
Farzammehr MA, Zadkarami MR, McLachlan GJ, Lee SX.   +3 more
europepmc   +1 more source

Skew decks in reinforced concrete bridges

Revista IBRACON de Estruturas e Materiais
This research investigates reinforced concrete plates and shells with skew reinforcement whose directions are not aligned with the principal internal forces.
B. F. ROCHA, M. SCHULZ
doaj   +1 more source

Variable selection in finite mixture of regression models using the skew-normal distribution. [PDF]

J Appl Stat, 2020
Yin J, Wu L, Dai L.
europepmc   +1 more source

Reliability studies of the skew normal distribution [PDF]

, 2001
It has been observed in various practical applications that data do not conform to the normal distribution, which is symmetric with no skewness. The skew normal distribution proposed by Azzalini(1985) is appropriate for the analysis of data which is
Brown, Nicole Dawn
core  

Log-epsilon-skew normal: A generalization of the log-normal distribution. [PDF]

Commun Stat Theory Methods, 2020
Hutson AD, Mashtare TL, Mudholkar GS.
europepmc   +1 more source

Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options [PDF]

A simple exotic option (floor on rolled deposit) is studied in the shifted log-normal Libor Market (LMM) and Gaussian HJM models. The shifted log-normal LMM exhibits a controllable volatility skew. An explicit approach is used for both models.
Henrard, Marc
core  

Bayesian Inference of Finite Population Quantiles for Skewed Survey Data Using Skew-Normal Penalized Spline Regression. [PDF]

J Surv Stat Methodol, 2020
Liu Y, Chen Q.
europepmc   +1 more source