Results 11 to 20 of about 41,599 (261)
An Information-Theoretic Approach for Multivariate Skew-t Distributions and Applications
Mathematics, 2021 Shannon and Rényi entropies are two important measures of uncertainty for data analysis. These entropies have been studied for multivariate Student-t and skew-normal distributions.
Salah H. Abid +2 more
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Bimodal extension based on the skew-$t$-normal distribution [PDF]
Brazilian Journal of Probability and Statistics, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Amiri, Mehdi +3 more
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Differential models of twin correlations in skew for body-mass index (BMI). [PDF]
PLoS ONE, 2018 BACKGROUND:Body Mass Index (BMI), like most human phenotypes, is substantially heritable. However, BMI is not normally distributed; the skew appears to be structural, and increases as a function of age.
Siny Tsang +3 more
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SKEW NORMAL AND SKEW STUDENT-T DISTRIBUTIONS ON GARCH(1,1) MODEL
Media Statistika, 2021 The Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) type models have become important tools in financial application since their ability to estimate the volatility of financial time series data.
Didit Budi Nugroho +2 more
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A matrix variate skew‐t distribution [PDF]
Stat, 2017 Although there is ample work in the literature dealing with skewness in the multivariate setting, there is a relative paucity of work in the matrix variate paradigm. Such work is, for example, useful for modelling three‐way data. A matrix variate skew‐t distribution is derived based on a mean‐variance matrix normal mixture.
Michael P.B. Gallaugher +1 more
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Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [PDF]
تحقیقات مالی, 2016 This paper examines whether combining Generalized Hyperbolic Skew-t distribution, recently introduced in the field of insurance, and Extreme Value Theory (EVT) could result in a modeling of loss function that could model central value as well as extreme ...
Saeed Bajalan +2 more
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On the Canonical Form of Scale Mixtures of Skew-Normal Distributions
Statistica, 2020 The canonical form of scale mixtures of multivariate skew-normal distribution is defined, emphasizing its role in summarizing some key properties of this class of distributions.
Antonella Capitanio
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Frontiers in Psychology, 2018 This simulation study assessed the statistical performance of a skew t mixture latent state-trait (LST) model for the analysis of longitudinal data. The model aims to identify interpretable latent classes with class-specific LST model parameters.
Louisa Hohmann +2 more
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Multivariate Asymmetric Distributions of Copula Related Random Variables
Austrian Journal of Statistics, 2023 It is known that normal distribution plays an important role in analysing symmetric data. However, this symmetric assumption may not hold in many real word and in such cases, asymmetric distribution, including skew normal distribution, are known as ...
Ayyub Sheikhi +2 more
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Skew t distribution and its moments
Progress in Natural Science, 2006 Abstract A random variable X is said to have the skew-t distribution if its pdf is f(x) = 2g(x)g(λx), where g(?) and G(?), respectively, denote the pdf and the cdf of the Student’s t distribution with degrees of freedom v. The moments of this distribution appear not to have been studied in detail.
Saralees Nadarajah, Arjun Gupta
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