Results 21 to 30 of about 41,599 (261)
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions
Risks, 2021 The aim of this work was to test how returns are distributed across multiple asset classes, markets and sampling frequency. We examine returns of swaps, equity and bond indices as well as the rescaling by their volatilities over different horizons (since
Giuseppe Orlando, Michele Bufalo
doaj +1 more source
Likelihood Inference of Nonlinear Models Based on a Class of Flexible Skewed Distributions
Abstract and Applied Analysis, 2014 This paper deals with the issue of the likelihood inference for nonlinear models with a flexible skew-t-normal (FSTN) distribution, which is proposed within a general framework of flexible skew-symmetric (FSS) distributions by combining with skew-t ...
Xuedong Chen +2 more
doaj +1 more source
Meta-analysis Using Flexible Random-effects Distribution Models
Journal of Epidemiology, 2022 Background: In meta-analysis, the normal distribution assumption has been adopted in most systematic reviews of random-effects distribution models due to its computational and conceptual simplicity.
Hisashi Noma +4 more
doaj +1 more source
EMMIXcskew: An R Package for the Fitting of a Mixture of Canonical Fundamental Skew t-Distributions
Journal of Statistical Software, 2018 This paper presents the R package EMMIXcskew for the fitting of the canonical fundamental skew t-distribution (CFUST) and finite mixtures of CFUST distributions (FMCFUST) via maximum likelihood (ML).
Sharon X. Lee, Geoffrey J. McLachlan
doaj +1 more source
The exponentiated half logistic skew-t distribution with GARCH-type volatility models
Scientific African, 2022 Most financial time series have non-normal features such as heavy tails, excess kurtosis and skewness. Financial asset returns volatility is also a significant measure in financial decisions, option pricing, risk management, and portfolio selection, so ...
O.D. Adubisi +3 more
doaj +1 more source
Shape and distribution of Jones and Faddy's skew t random variable [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2005 The purpose of this research is to find another way to generate Jones and Faddy's skew t random variable and to construct quantile table, coefficient of skewness, coefficient of kurtosis and coefficient of variation tables of Jones and Faddy's skew t ...
Saipornchai, N., Budsaba, K.
doaj
Skew-Symmetric Generalized Normal and Generalized t Distributions
AxiomsIn this paper, we introduce the skew-symmetric generalized normal and the skew-symmetric generalized t distributions, which are skewed extensions of symmetric special cases of generalized skew-normal and generalized skew-t distributions, respectively. We
Najmeh Nakhaei Rad +3 more
doaj +1 more source
Statistical Trilateration With Skew-t Distributed Errors in LTE Networks
IEEE Transactions on Wireless Communications, 2016 Localization accuracy of trilateration methods in long term evolution (LTE) cellular networks, which are based on time-of-arrival, may be highly degraded due to multipath and non-line of sight conditions in urban and indoor environments. Multipath mitigation techniques usually involve a high computational burden and require wideband signals to be ...
Philipp Müller 0003 +3 more
openaire +3 more sources
A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets
Energies, 2020 The transition from traditional energy to cleaner energy sources has raised concerns from companies and investors regarding, among other things, the impact on financial downside risk.
Daniel Velásquez-Gaviria +2 more
doaj +1 more source
Alpha-Skew Generalized t Distribution
Revista Colombiana de EstadísticaThe 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
doaj +1 more source