Results 21 to 30 of about 30,731 (301)
On the Skew-Normal-Cauchy Distribution
Communications in Statistics - Theory and Methods, 2010 In this article, we study further properties of a skew normal distribution, called the skew-normal-Cauchy (SNC) distribution by Nadarajah and Kotz (2003). A stochastic representation is obtained which allows alternative derivations for moments, moments generating function, and skewness and kurtosis coefficients.
Arrue, Jaime +3 more
openaire +5 more sources
A Conversation with Adelchi Azzalini and Narayanaswamy Balakrishnan
Statistica, 2020 On November 6, 2017, the Department of Statistical Sciences of the University of Bologna organized a workshop to celebrate the life and works of Antonella Capitanio, one year after her premature death.
Angela Montanari
doaj +1 more source
A New Family of Distributions Based on Proportional Hazards
Mathematics, 2022 In this article, we introduce a new family of symmetric-asymmetric distributions based on skew distributions and on the family of order statistics with proportional hazards.
Guillermo Martínez-Flórez +4 more
doaj +1 more source
A multivariate skew normal distribution
Journal of Multivariate Analysis, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gupta, Arjun K. +2 more
openaire +1 more source
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
openaire +5 more sources
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
doaj +1 more source
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
doaj +1 more source
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.
openaire +2 more sources
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
doaj +1 more source
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.
openaire +4 more sources