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From Skews to a Skewed-t [PDF]
, 2000 In this paper we present a new methodology to infer the implied risk-neutral distribution function from European-style options. We introduce a skewed version of the Student-t distribution, whose main advantage is that its shape depends on only four parameters, of which two directly control for the levels of skewness and kurtosis.
de Jong, C.M., Huisman, R.
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Academic Psychiatry, 1994
Two of the most influential factors in psychiatry over the past decade have been the increasing availability of more sophisticated psychotropic medication and the widespread acceptance of DSM-III. These factors, along with the increased use of computers, have dramatically skewed the field toward an atheoretic symptom/syndrome orientation and away from ...
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Two of the most influential factors in psychiatry over the past decade have been the increasing availability of more sophisticated psychotropic medication and the widespread acceptance of DSM-III. These factors, along with the increased use of computers, have dramatically skewed the field toward an atheoretic symptom/syndrome orientation and away from ...
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Skewness in Commingled Distributions
Biometrics, 1976A likelihood ratio test is given for distinguishing skewness from commingled distributions, using a power transform to remove skewness appropriately for each of the alternatives tested. The alternative hypotheses postulate that the transformed data are from one normal or a mixture of two or three normal homoscedastic distributions.
Maclean, C. J. +3 more
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Skew and Skew-Hermitian Transformations
1978Let E be an n-dimensional inner product space see Section 1.25 and denote the inner product by (,). It determines a linear isomorphism σ $$\sigma :E\xrightarrow{ \cong }E*$$ via $$ \left\langle {\sigma x,y} \right\rangle = (x,y){\text{ }}x,y \in E. $$
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International Journal of Computational Geometry & Applications, 1999
On a tilted plane T in three-space, skew distances are defined as the Euclidean distance plus a multiple of the signed difference in height. Skew distances may model realistic environments more closely than the Euclidean distance. Voronoi diagrams and related problems under this kind of distances are investigated.
Oswin Aichholzer +4 more
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On a tilted plane T in three-space, skew distances are defined as the Euclidean distance plus a multiple of the signed difference in height. Skew distances may model realistic environments more closely than the Euclidean distance. Voronoi diagrams and related problems under this kind of distances are investigated.
Oswin Aichholzer +4 more
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Proceedings., 11th IAPR International Conference on Pattern Recognition. Vol. IV. Conference D: Architectures for Vision and Pattern Recognition,, 2003
Many surfaces of objects are bounded by planar bilaterally symmetric figures. When these figures are imaged under orthographic projection a skewed symmetric contour results. In this paper a new, fast local method to recover skewed symmetries from curve segments is proposed. It can be applied to complete as well as to occluded contours. Furthermore, the
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Many surfaces of objects are bounded by planar bilaterally symmetric figures. When these figures are imaged under orthographic projection a skewed symmetric contour results. In this paper a new, fast local method to recover skewed symmetries from curve segments is proposed. It can be applied to complete as well as to occluded contours. Furthermore, the
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The skewness of oil price returns and equity premium predictability
Energy Economics, 2021Zhifeng Dai, Fenghua Wen
exaly
Skewness-based market integration: A systemic risk measure across international equity markets
International Review of Financial Analysis, 2021Xupei Li, Zhihong Jian
exaly