Results 31 to 40 of about 383,562 (303)
, 2021 We propose a multivariate normality test against skew normal distributions using higher-order loglikelihood derivatives which is asymptotically equivalent to the likelihood ratio but only requires estimation under the null. Numerically, it is the supremum of the univariate skewness coefficient test over all linear combinations of the variables.
Amengual, Dante +2 more
openaire +2 more sources
Exploiting skewness to build an optimal hedge fund with a currency overlay [PDF]
, 2005 This paper documents an investigation into the use of portfolio selection methods to construct a hedge fund with a currency overlay. The fund, which is based on number of international stock and bond market indices and is constructed from the perspective
Adcock, C.J.
core +1 more source
Research Paper: A Numerical Generation of Gaussian and Non-Gaussian Isotropic/Anisotropic Rough Surfaces [PDF]
فیزیک کاربردی ایرانIn the present study, the computer simulation has been used to generate the (1+1) and (2+1) surfaces with two types of correlation function Gaussian and correlation function Exponential forms.
Zhaleh Ebrahiminejad
doaj +1 more source
A class of optimal tests for symmetry based on local Edgeworth approximations [PDF]
, 2011 The objective of this paper is to provide, for the problem of univariate symmetry (with respect to specified or unspecified location), a concept of optimality, and to construct tests achieving such optimality.
Cassart, Delphine +2 more
core +3 more sources
Some Statistical Aspects of the Truncated Multivariate Skew-t Distribution
Mathematics, 2022 The multivariate skew-t distribution plays an important role in statistics since it combines skewness with heavy tails, a very common feature in real-world data.
Raúl Alejandro Morán-Vásquez +2 more
doaj +1 more source
Constructions of skew-tolerant and skew-detecting codes [PDF]
IEEE Transactions on Information Theory, 1993 Summary: Recently the paradigm of skew-tolerant parallel asynchronous communication was introduced, along with constructions for codes that can tolerate or detect skew. Some of these constructions were improved by the third author [Construction of \((t_ 1, t_ 2)\)-tolerant codes, Proc. Dilijan Conf; Sept. 1991].
Mario Blaum +2 more
openaire +3 more sources
Mean-Variance Optimization Is a Good Choice, But for Other Reasons than You Might Think
Risks, 2020 Mean-variance portfolio optimization is more popular than optimization procedures that employ downside risk measures such as the semivariance, despite the latter being more in line with the preferences of a rational investor.
Andrea Rigamonti
doaj +1 more source
On homogeneous skewness of unimodal distributions [PDF]
, 2009 We introduce a new concept of skewness for unimodal continuous distributions which is built on the asymmetry of the density function around its mode. The asymmetry is captured through a skewness function.
Das, Shubhabrata +2 more
core +2 more sources
Dietary Protein Intake and Peritoneal Protein Losses in Peritoneal Dialysis Patients
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Introduction Peritoneal dialysis (PD) patients lose protein in their waste dialysate, potentially increasing their risk for malnutrition. We wished to determine whether there was any association between losses and dietary protein intake (DPI). Methods DPI was assessed from 24‐h dietary recall using Nutrics software.
Haalah Shaaker, Andrew Davenport
wiley +1 more source
Gut microbiome and aging—A dynamic interplay of microbes, metabolites, and the immune system
FEBS Letters, EarlyView.Age‐dependent shifts in microbial communities engender shifts in microbial metabolite profiles. These in turn drive shifts in barrier surface permeability of the gut and brain and induce immune activation. When paired with preexisting age‐related chronic inflammation this increases the risk of neuroinflammation and neurodegenerative diseases.
Aaron Mehl, Eran Blacher
wiley +1 more source