نتایج جستجو برای: higher moments

تعداد نتایج: 1016012  

Journal: :International Journal of Economics and Financial Issues 2020

Journal: :Accounting and finance 2023

This paper investigates a set of realised higher-order co-moment risk–return relationships in the Australian stock market. We test predictive power asset pricing model by implementing two-, three-, four-moment Capital Asset Pricing Model. Our findings show that investors respond differently to information related co-moments, and corresponding gamma (normalised co-skewness) kappa co-kurtosis) ri...

Journal: :Queueing Syst. 1996
Muckai K. Girish Jian-Qiang Hu

In this paper a higher order approximation for single server queues and tandem queueing networks is proposed and studied. Di erent from the most popular twomoment based approximations in the literature, the higher order approximation uses the higher moments of the interarrival and service distributions in evaluating the performance measures for queueing networks. It is built upon the MacLaurin ...

2008
J. Edelmann G. Piller N. Kaiser W. Weise

We present a detailed analysis of resonance contributions in the context of higher twist effects in the moments of the proton spin structure function g 1. For each of these moments, it is found that there exists a characteristic Q 2 region in which (perturbative) higher twist corrections coexist with (non-perturbative) resonance contribution of comparable magnitude.

2000
Jamie D. Shutler Mark S. Nixon Christopher J. Harris

Statistical recognition techniques have already been shown to achieve good performance in automatic gait recognition. However, the metrics were only statistical in nature and did not describe the intimate nature of gait. Accordingly, new velocity moments have been developed to describe an object and its motion throughout an image sequence. These moments are an extended form of centralised momen...

2013
Xiaoyu Wang Simon Liao

In this research, an attempt to analyze images with the orthogonal Fourier-Mellin moments is conducted. It leads to the conclusions that the lower order of orthogonal Fourier-Mellin moments primarily contain the fundamental image information; the higher order moments preserve more detailed image information; and each finite set of the moments will contribute individually in the reconstruction p...

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