Results 71 to 80 of about 2,547,927 (188)
Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables [PDF]
Marginal probability density and cumulative distribution functions are presented for multidimensional variables defined by non-singular affine transformations of vectors of independent two-piece normal variables, the most important subclass of Ferreira ...
Maximiano Pinheiro
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A Multivariate Skew-Normal-Tukey-h Distribution [PDF]
, 2023 We introduce a new family of multivariate distributions by taking the component-wise Tukey-h transformation of a random vector following a skew-normal distribution.
Mondal, Sagnik, Genton, Marc G.
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MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model [PDF]
In this paper we present a stochastic volatility model assuming that the return shock has a Skew-GED distribution. This allows a parsimonious yet flexible treatment of asymmetry and heavy tails in the conditional distribution of returns.
Davide Raggi +2 more
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Modeling of thermally induced skew variations in clock distribution network [PDF]
, 2011 Clock distribution network is sensitive to large thermal gradients on the die as the performance of both clock buffers and interconnects are affected by temperature.
Macii, Alberto +5 more
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Alpha-Skew Generalized t Distribution
Revista Colombiana de EstadísticaThe alpha-skew normal (ASN) distribution has been proposed recently in the literature by using standard normal distribution and a skewing approach. Although ASN distribution is able to model both skew and bimodal data, it is shortcoming when data has ...
SUKRU ACITAS +2 more
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The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH [PDF]
The skewness in physical distributions of equity index returns and the implied volatility skew in the risk-neutral measure are subjects of extensive academic research.
Emese Lazar, Carol Alexandra
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Skew normal distribution [PDF]
, 2021 Title: Skew normal distribution Author: František Helebrand Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Šárka Hudecová, Ph.D., Department of probability and mathematical statistics Abstract: In this paper, the ...
Helebrand, František
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"Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models" [PDF]
Bayesian analysis of a stochastic volatility model with a generalized hyperbolic (GH) skew Student's t-error distribution is described where we first consider an asymmetric heavy-tailed error and leverage effects.
Jouchi Nakajima, Yasuhiro Omori
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Skew Normal Bayesian Asset Allocation
, 2020 This dissertation explores a Bayesian asset allocation problem based on the skew-normal distribution assumption and extends the Bayesian asset allocation model obtained by assuming hidden truncation skew-normal returns. Hidden truncation model provides a
Park, Jungjun
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HorticulturaeCamellia japonica is a widely cultivated woody ornamental plant. However, current studies mostly focus on the onset of flowering, neglecting the overall flowering time distribution patterns of the blooming process.
Minghua Lou +4 more
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