Results 21 to 30 of about 14,405,507 (294)
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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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
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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
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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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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
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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
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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.
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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
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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
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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
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