Results 21 to 30 of about 30,092 (257)
On mixtures of skew normal and skew $$t$$ -distributions [PDF]
Advances in Data Analysis and Classification, 2013 Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the connections between them and their relative performance becomes rather unclear.
Sharon X. Lee, Geoffrey J. McLachlan
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Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach [PDF]
مدیریت صنعتیObjective Investors typically seek to strike the optimal balance between potential returns and associated risks in their trades. Various models have been presented to choose the optimal portfolio using different approaches.
Hila Rezaei +2 more
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On an Absolute Autoregressive Model and Skew Symmetric Distributions
Statistica, 2020 By exploiting the connection between a popular construction of a well-known skew-normal distribution and an absolute autoregressive process, we show how the stochastic process approach can lead to other skew symmetric distributions, including a skew ...
Dong Li, Howell Tong
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Alpha-skew-normal distribution [PDF]
Proyecciones (Antofagasta), 2011 The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied.
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Acta Scientiarum: Technology, 2014 The experiment had the objective of fitting regression models to data of the height of the bedding plants cultivated in three multicellular Styrofoam trays with three different cell volumes.
Terezinha Aparecida Guedes +4 more
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A Sample Selection Model with Skew‐normal Distribution [PDF]
Scandinavian Journal of Statistics, 2015 AbstractNon‐random sampling is a source of bias in empirical research. It is common for the outcomes of interest (e.g. wage distribution) to be skewed in the source population. Sometimes, the outcomes are further subjected to sample selection, which is a type of missing data, resulting in partial observability. Thus, methods based on complete cases for
Ogundimu, Emmanuel O., Hutton, Jane L.
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Scientific African, 2023 This study introduces a new conditional innovation density called the generalized odd generalized exponentiated skew-t (GOGEST) distribution for the generalized autoregressive conditional heteroscedasticity (GARCH) volatility models.
O.D. Adubisi, A. Abdulkadir, D.J. Adashu
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On Some Aspects of a Generalized Asymmetric Normal Distribution
Statistica, 2018 The normal and skew normal distributions are not adequate enough for modeling plurimodal data situations. In order to overcome this drawback of normal and skew normal distribution, Kumar and Anusree (2011) proposed a new class of distribution namely "the
C. Satheesh Kumar, G. V. Anila
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Prefeasibility Study of Photovoltaic Power Potential Based on a Skew-Normal Distribution
Energies, 2020 Solar energy does not always follow the normal distribution due to the characteristics of natural energy. The system advisor model (SAM), a well-known energy performance analysis program, analyzes exceedance probabilities by dividing solar irradiance ...
Shin Young Kim +4 more
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The Linear Skew-t Distribution and Its Properties
Stats, 2023 The aim of this expository paper is to present the properties of the linear skew-t distribution, which is a specific example of a symmetry modulated-distribution.
C. J. Adcock
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