Results 11 to 20 of about 14,405,507 (294)
Alpha-Skew Generalized t Distribution
Revista Colombiana de Estadística, 2015 The alpha-skew normal (ASN) distribution has been proposed recently in the literature by using standard normal distribution and a skewing approach. Although ASN distribution is able to model both skew and bimodal data, it is shortcoming when data has ...
SUKRU ACITAS +2 more
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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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Inference for grouped data with a truncated skew-Laplace distribution [PDF]
, 2010 The skew-Laplace distribution has been used for modelling particle size with point observations. In reality, the observations are truncated and grouped (rounded).
Rubio, Francisco J., Steel, Mark F. J.
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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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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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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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