Results 31 to 40 of about 6,790,612 (291)

A New Family of Distributions Based on Proportional Hazards

open access: yesMathematics, 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

On mixtures of skew normal and skew $$t$$ -distributions [PDF]

open access: yesAdvances 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]

open access: yesمدیریت صنعتی
Objective 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

open access: yesStatistica, 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

Applying regression models with skew-normal errors to the height of bedding plants of Stevia rebaudiana (Bert) Bertoni

open access: yesActa 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]

open access: yesScandinavian 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

A Multivariate Skew-Normal-Tukey-h Distribution [PDF]

open access: yes, 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.
core   +1 more source

Improved parameter estimators for the flexible extended skew-t model with extensive simulations, applications and volatility modeling

open access: yesScientific 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
doaj   +1 more source

On Some Aspects of a Generalized Asymmetric Normal Distribution

open access: yesStatistica, 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
doaj   +1 more source

Prefeasibility Study of Photovoltaic Power Potential Based on a Skew-Normal Distribution

open access: yesEnergies, 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
doaj   +1 more source

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