نتایج جستجو برای: skew t normal

تعداد نتایج: 1220729  

Journal: :Communications in Statistics - Simulation and Computation 2017
Guoyi Zhang Rong Liu

One problem of skew normal model is the difficulty in estimating the shape parameter, for which the maximum likelihood estimate may be infinite when sample size is moderate. The existing estimators suffer from large bias even for moderate size samples. In this paper, we proposed five estimators of the shape parameter for a scalar skew normal model, either by bias correction method or by solving...

2013
Fernanda Figueiredo M. Ivette Gomes Ivette Gomes

• Modeling real data sets, even when we have some potential (as)symmetric models for the underlying data distribution, is always a very difficult task due to some uncontrollable perturbation factors. The analysis of different data sets from diverse areas of application, and in particular from statistical process control (SPC), leads us to notice that they usually exhibit moderate to strong asym...

2011
D. Allard

Skewness is often present in a wide range of applied problems. One possible approach to model this skewness is based on the class of skew normal distributions. Fitting such distributions remains an inference challenge in various cases. In this paper, we propose and study novel estimators using weighted moments for the closed multivariate skew-normal distribution.

2013
D. Hezari F. Toutounian

For solving large sparse non-Hermitian positive definite linear equations, Bai et al. proposed the Hermitian and skew-Hermitian splitting methods (HSS). They recently generalized this technique to the normal and skew-Hermitian splitting methods (NSS). In this paper, we present an accelerated normal and skew-Hermitian splitting methods (ANSS) which involve two parameters for the NSS iteration. W...

Journal: :Computational Statistics & Data Analysis 2009
A. Jamalizadeh Y. Mehrali N. Balakrishnan

In this paper, we derive recurrence relations for cumulative distribution functions (cdf’s) of bivariate t and extended skew-t distributions. These recurrence relations are over ν (the degrees of freedom), and starting from the known results for ν = 1 and ν = 2, they will allow for the recursive evaluation of the distribution function for any other positive integral value of ν. Then, we conside...

1998
Geon Ho Choe Toshihiro Hamachi Hitoshi Nakada TOSHIHIRO HAMACHI HITOSHI NAKADA

The mod 2 normality of a real number is defined with respect to measurable subsets in the unit interval and the coboundary condition is obtained. The relation with skew product transformation is also investigated. 1991 Mathematics Subject Classification. Primary 28D05, 58F11, 11K16.

Journal: :J. Multivariate Analysis 2009
Reinaldo Boris Arellano-Valle Marc G. Genton Rosangela Helena Loschi

Classes of shape mixtures of independent and dependent multivariate skew-normal distributions are considered and some of their main properties are studied. If interpreted from a Bayesian point of view, the results obtained in this paper bring tractability to the problem of inference for the shape parameter, that is, the posterior distribution can be written in analytic form. Robust inference fo...

Journal: :Physical review letters 2015
Cosimo Gorini Ulrich Eckern Roberto Raimondi

A diversity of spin Hall effects in metallic systems is known to rely on Mott skew scattering. In this work its high-temperature counterpart, phonon skew scattering, which is expected to be of foremost experimental relevance, is investigated. In particular, the phonon skew scattering spin Hall conductivity is found to be practically T independent for temperatures above the Debye temperature T_{...

Journal: :Mathematics 2022

Several papers on distributions to model rates and proportions have been recently published; their fitting in numerous instances is better than the alternative beta distribution, which has distribution follow when it necessary quantify average of a response variable based set covariates. Despite great usefulness this fit responses (0,1) unit interval, its relevance loses objectivity interest qu...

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