This paper develops a exible parametric approach to capture asymmetry and excess kurtosis along with conditional heteroskedasticity with a general family of distributions for analyzing stock returns data. Engle's (1982) autoregressive conditional heteroskedastic (ARCH) model and its various generalizations can account for many of the stylized facts, such as fat tails and volatility clustering. ...

We propose a method for recognizing facial parts using the lifting wavelet filters learned by kurtosisminimization. This method is based on the following three features of kurtosis: If a random variable has a gaussian distribution, its kurtosis is zero. If the kurtosis is positive, the respective distribution is supergaussian. The value of kurtosis is bounded below. It is known that the histogr...

Diffusion in tissue and porous media is known to be non-Gaussian and has been used for clinical indications of stroke and other tissue pathologies. However, when conventional NMR techniques are applied to biological tissues and other heterogeneous materials, the presence of multiple compartments (pores) with different Gaussian diffusivities will also contribute to the measurement of non-Gaussia...

BACKGROUND This study examined the independent effect of skewness and kurtosis on the robustness of the linear mixed model (LMM), with the Kenward-Roger (KR) procedure, when group distributions are different, sample sizes are small, and sphericity cannot be assumed. METHODS A Monte Carlo simulation study considering a split-plot design involving three groups and four repeated measures was per...

Normality tests have been shown to be powerful tools for detecting radio frequency interference (RFI) in microwave radiometer systems [1]-[4]. These tests are based on the fact that received fields produced by thermal noise are Gaussian (or “normal”) random variables; the presence of any RFI generally disrupts normality. Numerous statistical tests of the normality of a data sample have been des...

in this paper, we propose and study exp-kumaraswamy distribution. some of its properties  are derived, including the density function, hazard rate function, quantile function, moments,  skewness  and kurtosis.   adata set isused to illustrate an application of the proposed distribution. also, we obtain a new distribution by transformation onexp-kumaraswamy distribution.   new distribution is an...

BACKGROUND Changes in functional activity and connectivity have been shown in patients experiencing postherpetic neuralgia (PHN) pain. However, PHN-induced structural changes, particularly in the gray matter of which volume and density was widely reported to be altered by other chronic pain, have not been well characterized. OBJECTIVE In this study, we aimed to detect the difference in the mi...

UNLABELLED The aim of the study was to assess the capabilities of diffusion kurtosis imaging (DKI) in diagnosis of the glioma proliferative activity and to evaluate a relationship between the glioma proliferative activity index and diffusion parameters of the contralateral normal appearing white matter (CNAWM). MATERIAL AND METHODS The study included 47 patients with newly diagnosed brain gli...