Tukey-Type Distributions in the Context of Financial Data
نویسندگان
چکیده
منابع مشابه
Tukey - type distributions in the context of financial data
Using the Gaussian distribution as statistical model for data sets is widely spread, especially in practice. However, departure from normality seems to be more the rule than the exception. The H-distributions, introduced by Tukey (1960, 1977), are generated by a single transformation (H-transformation) of a standard normal distribution (or, more general, of a symmetric distribution) Z and allow...
متن کاملGeneralized Tukey-type Distributions with Application to Financial and Teletraffic Data
Constructing skew and heavy-tailed distributions by transforming a standard normal variable goes back to Tukey (1977) and was extended and formalized by Hoaglin (1983) and Martinez & Iglewicz (1984). Applications of Tukey’s GH distribution family – which are composed by a skewness transformation G and a kurtosis transformation H – can be found, for instance, in financial, environmental or medic...
متن کاملthe effect of learning strategies on the speaking ability of iranian students in the context of language institutes
the effect of learning strategies on the speaking ability of iranian students in the context of language institutes abstract language learning strategies are of the most important factors that help language learners to learn a foreign language and how they can deal with the four language skills specifically speaking skill effectively. acknowledging the great impact of learning strategies...
the investigation of research articles in applied linguistics: convergence and divergence in iranian elt context
چکیده ندارد.
learners’ attitudes toward the effectiveness of mobile-assisted language learning (mall) in vocabulary acquisition in the iranian efl context: the case of word lists, audiobooks and dictionary use
رشد انفجاری تکنولوژی فرصت های آموزشی مهیج و جدیدی را پیش روی فراگیران و آموزش دهندگان گذاشته است. امروزه معلمان برای اینکه در امر آموزش زبان بروز باشند باید روش هایی را اتخاذ نمایند که درآن ها از تکنولوژی جهت کمک در یادگیری زبان دوم و چندم استفاده شده باشد. با در نظر گرفتن تحولاتی که رشته ی آموزش زبان در حال رخ دادن است هم اکنون زمان مناسبی برای ارزشیابی نگرش های موجود نسبت به تکنولوژی های جدید...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2007
ISSN: 0361-0926
DOI: 10.1080/03610920500476382