Global ETD Search
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Showing 1 to 6 of 6 for “"skew normal distribution"”.
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Two generalizations of the skew-normal distribution and two variants of McCarthy's theorem
… The first and major part is concerned with the skew-normal distribution, introduced by Azzalini (1985) [6], while the second one is connected with the scoring rules. In part one the problem of finding confidence intervals for the skewness parameter of the skew-normal distribution is addressed. …
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Modelling skewness in Financial data
The first systematic analysis of the skew-normal distribution in a scalar case is done by Azzalini (1985). Unlike most of the skewed distributions, the skew-normal distribution allows continuity of the passage from the normal distribution to the skew-normal distribution and is mathematically …
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Skew Normal Bayesian Asset Allocation
… a Bayesian asset allocation problem based on the skew-normal distribution assumption and extends the Bayesian asset allocation model obtained by assuming hidden truncation skew-normal returns. Hidden truncation model provides a flexible family of skewed alternatives to the classical k dimensional …
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Bayesian Measurement Error Modeling
<p>A mixture measurement error model built upon skew normal distributions and normal distributions is developed to evaluate various impacts of measurement errors to parameter inferences in logistic regressions. Data generated from survey questionnaires are usually error contaminated. We consider …
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Topics in dimension reduction and missing data in statistical discrimination.
… discriminant analysis for multiple multivariate skew-normal populations. First, we define the multivariate skew-normal distribution and give several applications of its use. We also provide marginal and conditional properties of the MSN random vector. Then, we state and prove several lemmas used …
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Interpreting Ancient Climate Signals from Sedimentary Archives of Lake Bosumtwi, Ghana
… extract climatic signals from clastic grain size distribution data. This research included a complete cycle of grain size analyses starting from sample collection from sedimentary core archives, sample preparation, sample analysis, and data processing and interpretation. A partial result of this …