نتایج جستجو برای: generalized skew t

تعداد نتایج: 866525  

1992
Natarajan Shankar

Figure 6: Skew immediately following resynchronization okayClocks: functionnprocess, process, nat ! bool] = (p; q; i: (8 t: t 0 ^ t < t i (p*q))i] ^ correct(p; t) ^ correct(q; t) jV C p (t) ? V C q (t)j)) Figure 7: Skew up to ith resynchronization 22 Readerror: Axiom correct(p; t i+1 p) ^ correct(q; t i+1 p) j i+1 p (q) ? IC i q (t i+1 p)j translation invariance: Axiom X 0 cfn(p; (p 1 ! Clockti...

2009
Junqing Wang Jiyong Lu

Using the method of the block matrix construction and generalized elementary transformation given in the paper, readers can easily prove the inequalities of rank of matrix on skew field. Mathematics Subject Classification: 05A19; 15A15

2008
Zenghu LI

This is a survey on recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the connections in those processes.

Journal: :Computational Statistics & Data Analysis 2016
Emanuele Giorgi Alexander J. McNeil

We examine the problem of computing multivariate scenarios sets for skewed distributions. Our interest is motivated by the potential use of such sets in the stress testing of insurance companies and banks whose solvency is dependent on changes in a set of financial risk factors. We define multivariate scenario sets based on the notion of half-space depth (HD) and also introduce the notion of ex...

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...

Journal: :Journal of Economic Dynamics and Control 2023

With uncertain changes of the economic environment, macroeconomic downturns during recessions and crises can hardly be explained by a Gaussian structural shock. There is evidence that distribution variables skewed heavy tailed. In this paper, we contribute to literature extending vector autoregression (VAR) model account for more realistic assumptions on multivariate variables. We propose gener...

2008
ALEJANDRO JARA FERNANDO A. QUINTANA ERNESTO SAN MARTÍN

Normality of random effects and error terms is a routine assumption for linear effects mixed models. However, such assumption may be unrealistic, obscuring important features of withinand among-unit variation. A simple and robust Bayesian parametric approach that relaxes this assumption by using a multivariate Skew elliptical distributions, which includes the Skew-t, Skew-normal, t-Student, and...

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_{...

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