Results 21 to 30 of about 30,095 (256)
A New Family of Distributions Based on Proportional Hazards
Mathematics, 2022 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
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Multivariate measures of skewness for the skew-normal distribution
Journal of Multivariate Analysis, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BALAKRISHNAN N, SCARPA, BRUNO
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On the Skew-Normal-Cauchy Distribution
Communications in Statistics - Theory and Methods, 2010 In this article, we study further properties of a skew normal distribution, called the skew-normal-Cauchy (SNC) distribution by Nadarajah and Kotz (2003). A stochastic representation is obtained which allows alternative derivations for moments, moments generating function, and skewness and kurtosis coefficients.
Arrue, Jaime +3 more
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Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach [PDF]
مدیریت صنعتیObjective 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
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On an Absolute Autoregressive Model and Skew Symmetric Distributions
Statistica, 2020 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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A multivariate skew normal distribution
Journal of Multivariate Analysis, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gupta, Arjun K. +2 more
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Acta Scientiarum: Technology, 2014 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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Alpha-skew-normal distribution [PDF]
Proyecciones (Antofagasta), 2011 The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied.
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Scientific African, 2023 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
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A Sample Selection Model with Skew‐normal Distribution [PDF]
Scandinavian Journal of Statistics, 2015 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.
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