Results 31 to 40 of about 6,790,612 (291)
A New Family of Distributions Based on Proportional Hazards
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]
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]
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
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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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]
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]
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
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
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
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

