Skew normal distribution

Results: 34



#Item
21Normal distribution / Multivariate statistics / Gamma distribution / Skewness / Multivariate normal distribution / Mixture model / Skew normal distribution / Wishart distribution / Moment / Statistics / Probability and statistics / Probability

Linear mixed models for multiple outcomes using extended multivariate skew-t distributions

Add to Reading List

Source URL: intlpress.com

Language: English - Date: 2014-04-08 10:54:22
22Stochastic processes / Log-normal distribution / Lévy process / Variable / Differential equation / Mathematics / Statistics / Normal distribution

Comment on P. K. Clark’s Distribution of Lognormal-Normal Increments And the Lognormal Cascade Distribution Stephen H.-T. Lihn Piscataway, NJ[removed]removed]

Add to Reading List

Source URL: www.skew-lognormal-cascade-distribution.org

Language: English - Date: 2010-01-18 10:56:16
23Normal distribution / Log-normal distribution / Cumulant / Skewness / Moment / Characteristic function / Kurtosis / Hermite polynomials / Mathematical analysis / Statistics / Probability theory

Analytic Study and Numerical Method of The Skew Lognormal Cascade Distribution Stephen H.-T. Lihn Piscataway, NJ[removed]removed]

Add to Reading List

Source URL: www.skew-lognormal-cascade-distribution.org

Language: English - Date: 2009-01-29 13:05:38
24Mathematical sciences / Volatility / Log-normal distribution / Geometric Brownian motion / Multifractal system / Normal distribution / Fat-tailed distribution / Skewness / Stable distribution / Mathematical finance / Statistics / Financial economics

The Scale-Invariant Brownian Motion Equation and the Lognormal Cascade in the Stock Market Stephen H.-T. Lihn Piscataway, NJ[removed]removed]

Add to Reading List

Source URL: www.skew-lognormal-cascade-distribution.org

Language: English - Date: 2008-12-10 23:55:20
25Stochastic processes / Statistical models / Statistical theory / Central limit theorem / Normal distribution / Stable distribution / Lévy process / Variance / Characteristic function / Statistics / Probability and statistics / Probability theory

I J A SUBORDINATED STOCHASTIC PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES

Add to Reading List

Source URL: www.skew-lognormal-cascade-distribution.org

Language: English - Date: 2010-01-18 11:15:03
26Statistics / Volatility / Log-normal distribution / Modern portfolio theory / Autoregressive conditional heteroskedasticity / Stock market index / Diversification / Ornstein–Uhlenbeck process / Volatility smile / Mathematical finance / Financial economics / Economics

On The Network Effect in The Stock Market, The N 3/2 Power Law, and Optimal Volatility Equilibrium Stephen H.-T. Lihn Piscataway, NJ[removed]removed]

Add to Reading List

Source URL: www.skew-lognormal-cascade-distribution.org

Language: English - Date: 2010-01-24 10:15:38
27Normal distribution / Heritability / Gamma distribution / Skewness / Probability distribution / Directional statistics / Gumbel distribution / Statistics / Mathematical analysis / Probability and statistics

The Response to Selection Equation for Skew Fitness Distributions 1 Hans{Michael Voigt2

Add to Reading List

Source URL: muehlenbein.org

Language: English - Date: 2007-10-26 06:06:54
28Normal distribution / Bayesian statistics / Multivariate statistics / Machine learning / Statistical models / Statistics / Probability and statistics / Multivariate normal distribution

Linear Dimension Reduction for Multiple Multivariate Skew-Normal Densities Background A definition of the multivariate skew-normal (MSN) density function from Vernic (2006):

Add to Reading List

Source URL: srcos2014.blogs.rice.edu

Language: English - Date: 2014-06-20 13:23:44
29Curves / Biostatistics / Estimation theory / Maximum likelihood / Normal distribution / Frenet–Serret formulas / Confidence interval / Receiver operating characteristic / Normal morphism / Statistics / Statistical theory / Differential geometry

Epsilon-skew-binormal receiver operating characteristic (ROC) curves Terry L. Mashtare Jr. Department of Biostatistics University at Buffalo, 249 Farber Hall, 3435 Main Street, Buffalo, NY[removed], U.S.A. Roswell Park

Add to Reading List

Source URL: sphhp.buffalo.edu

Language: English - Date: 2014-07-04 06:57:32
30Regression analysis / Statistical theory / Single equation methods / Tobit model / Maximum likelihood / Parametric model / Confidence interval / Linear regression / Normal distribution / Statistics / Econometrics / Estimation theory

Utilizing the Flexibility of the Epsilon-Skew-Normal Distribution for Tobit Regression Problems Terry L. Mashtare Jr. Department of Biostatistics University at Buffalo, 249 Farber Hall, 3435 Main Street, Buffalo, NY 1421

Add to Reading List

Source URL: sphhp.buffalo.edu

Language: English - Date: 2014-07-03 10:12:06
UPDATE