Results 61 to 70 of about 15,002 (270)

Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution

, 2012
Includes bibliographical references.This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution.
Mazviona, Batsirai Winmore
core  

Marked Long‐Term Improvement in Lung Function in Melanoma Differentiation–Associated Protein 5 Antibody–Positive Dermatomyositis Patients: Experience of a Single‐Center Longitudinal Cohort in North America

Arthritis Care &Research, EarlyView.
Objective The objective of this study was to describe the longitudinal disease course and pulmonary outcomes of North American patients with melanoma differentiation–associated protein 5 (MDA5) antibody–associated dermatomyositis (DM). Methods Thirty patients with MDA5 antibody–associated DM were identified in a single‐center longitudinal cohort of 352
Jenice X. Cheah, Sangmee S. Bae, Tiffany De Leon, Yuna Lee, Rong Guo, David Elashoff, Jennifer Wang, Ani Shahbazian, Christina Charles‐Schoeman   +8 more
wiley   +1 more source

Multivariate measurement error models using finite mixtures of skew-Student t distributions

Journal of Multivariate Analysis, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Celso Rômulo Barbosa Cabral, Victor Hugo Lachos, Camila Borelli Zeller   +2 more
openaire   +2 more sources

Risk Measurement of Chinese Carbon Emissions Trading Market Based on DCS-Type Models

Mathematics
The Hubei carbon emissions trading market presents significant price volatility driven by energy price fluctuations, macroeconomic conditions and policy changes. Accurate price risk measurement is critically important for market participants.
Aijun Yang, Tian Lan, Chunying Zhou, Ying Hu   +3 more
doaj   +1 more source

Confidence intervals for means of positively skewed distributions [PDF]

Songklanakarin Journal of Science and Technology (SJST), 2003
The objective of this study is to compare interval estimation methods for population means of positively skewed distributions. The estimation methods are the interval estimation method with student-t statistics, the interval estimation method with ...
Weerawan Sakdajivacharoen, Teeraporn Verathaworn   +1 more
doaj  

New Onset of Fibromyalgia After Exposure to a Combat Environment: A Longitudinal Cohort Study

Arthritis Care &Research, EarlyView.
Objective Traumatic life events are hypothesized to be triggers for the onset of fibromyalgia. Posttraumatic stress disorder (PTSD) is a common comorbidity of fibromyalgia. However, limited prospective data are available on the development of fibromyalgia after exposure to high‐magnitude stress.
Jay B. Higgs, Willie J. Hale, Casey L. Straud, Jim Mintz, Stacey Young‐McCaughan, Kimberly D. Gomes, Chelsea J. Sterne, Katrina M. Lawrence‐Wolff, Alan J. Bartholomew, Kevin M. Kelly, Douglas M. Maurer, Catherine Vriend, Brett T. Litz, Douglas E. Williamson, Alan L. Peterson, for the STRONG STAR Consortium   +15 more
wiley   +1 more source

Van Zwet ordering and the Ferreira-Steel family of skewed distributions [PDF]

There are several procedures to construct a skewed distribution. One of these procedures is based on a symmetric distribution that will be distorted by a skewed distribution defined on (0; 1). This proposal stems from Arellano-Valle et al.
Klein, Ingo
core  

Developing and Evaluating a Laboratory‐Based Frailty Index for the Prediction of Long‐Term Health Outcomes in Systemic Lupus Erythematosus

Arthritis Care &Research, EarlyView.
Objective We aimed to construct and evaluate the first laboratory‐based frailty index (FI‐Lab) for predicting adverse outcomes in systemic lupus erythematosus (SLE) and to compare its predictive ability to that of an existing clinical FI. Methods We used data from a single‐center prospective cohort of adult patients with SLE whose baseline visit ...
Grace Burns, Samuel D. Searle, Alexandra Legge   +2 more
wiley   +1 more source

Evaluating the performance of the Generalized Hyperbolic skew Student t-distribution in modeling risk via simulation studies

, 2023
Abstract The exponential-polynomial tail of the generalized hyperbolic skew Student-t distribution allows it to handle volatility asymmetry, heavy-semi heavy tails, and substantial skewness, thus the distribution has been found to be superiority in modelling volatility and extreme tail risk in comparison to competing distributions.
openaire   +1 more source

Asymptotic Confidence Intervals for the Mean with Increased Finite-Sample Coverage Probabilities

Mathematics
We consider a Student process based on independent copies of a random variable X. If X is in the domain of attraction of the normal law (DAN), a weighted version of the Student process is known to follow a functional Central Limit Theorem (FCLT ...
Shivani Bhardwaj, Jervis Gallanosa, Yuliya V. Martsynyuk   +2 more
doaj   +1 more source