Results 11 to 20 of about 2,547,927 (188)
Journal of Statistical PhysicsAbstract We construct a class of stochastic differential equations driven by white Gaussian noise sources whose solutions can be drawn from skewed Gaussian probability laws, here referred to as skew-Normal diffusion (SKN) processes. The non-Gaussian nature of such processes results from introducing a nonlinear and
Max-Olivier Hongler, Daniele Rinaldo
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, 2004 The book reviews the state-of-the-art advances in skew-elliptical distributions and provides many new developments in a single volume, collecting theoretical results and applications previously scattered throughout the literature. The main goal of this research area is to develop flexible parametric classes of distributions beyond the classical normal ...
DALLA VALLE, ALESSANDRA
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Modeling Time Series with SARIMAX and Skew-Normal and Zero-Inflated Skew-Normal Errors
MathematicsThis study proposes an extension of Seasonal Autoregressive Integrated Moving Average models with exogenous regressors (SARIMAX) by incorporating skew-normal and zero-inflated skew-normal error structures to better accommodate asymmetry and excess zeros ...
M. Alejandro Dinamarca +3 more
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, 2011 An introductory account of the skew-normal ...
Adelchi Azzalini, AZZALINI, ADELCHI
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Skew-Normal Posterior Approximations
, 2023 Many approximate Bayesian inference methods assume a particular parametric form for approximating the posterior distribution. A multivariate Gaussian distribution provides a convenient density for such approaches; examples include the Laplace, penalized quasi-likelihood, Gaussian variational, and expectation propagation methods.
Zhou, Jackson +2 more
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Log-Skew-Normality of Ocean Turbulence [PDF]
Physical Review Letters, 2021 The statistics of intermittent ocean turbulence is the key link between physical understanding of turbulence and its global implications. The log-normal distribution is the standard but imperfect assumed distribution for the turbulent kinetic energy dissipation rate.
Cael, B. B., Mashayek, Ali
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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 Skew‐normal copula‐driven GLMM [PDF]
Statistica Neerlandica, 2016 This paper presents a method for fitting a copula‐driven generalized linear mixed models. For added flexibility, the skew‐normal copula is adopted for fitting. The correlation matrix of the skew‐normal copula is used to capture the dependence structure within units, while the fixed and random effects coefficients are estimated through the mean of the ...
Das, Kalyan +2 more
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Geometric skew-Cauchy distribution as an alternative to the skew-normal and geometric skew-normal distributions [PDF]
, 2021 Mini Dissertation (MSc (Advanced Data Analytics))--University of Pretoria, 2021.The skew-normal distribution was popularised by Azzalini [4] to model skewed data. However, the skew-normal distribution is always unimodal. Kundu [24] recently presented the
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Inference for grouped data with a truncated skew-Laplace distribution [PDF]
, 2010 The skew-Laplace distribution has been used for modelling particle size with point observations. In reality, the observations are truncated and grouped (rounded).
Rubio, Francisco J., Steel, Mark F. J.
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