نتایج جستجو برای: skew elliptical distributions

تعداد نتایج: 152642  

2010
Yves DOMINICY Hiroaki OGATA David VEREDAS Yves Dominicy Hiroaki Ogata David Veredas

We estimate the parameters of an elliptical distribution by means of a multivariate extension of the Method of Simulated Quantiles (MSQ) of Dominicy and Veredas (2010). The multivariate extension entails the challenge of the construction of a function of quantiles that is informative about the covariation parameters. The interquantile range of a projection of pairwise random variables onto the ...

Journal: :journal of sciences, islamic republic of iran 2010
m. mohammadzadeh

in this paper we consider several generalizations of the skew t-normal distribution, and some of their properties. also, we represent several theorems for constructing each generalized skew t-normal distribution. next, we illustrate the application of the proposed distribution studying the ratio of two heavy metals, nickel and vanadium, associated with crude oil in shadgan wetland in the south-...

Journal: :Brazilian Review of Econometrics 2006

Journal: :International Journal of Computational and Theoretical Statistics 2019

Journal: :Communications Faculty of Sciences University of Ankara. Series A1: mathematics and statistics 2021

In this paper, a change constrained optimization programming problem is studied under the assumption that model coe¢ cients in inequalities defned as random variables are independent and assumed to be Normal, t; Non Normal Skew distributions; t distributions. The Hulkursar method transform stochastic into non-linear deterministic used study. most common distribution CCSP Distribution; but real ...

Journal: :Korean Journal of Applied Statistics 2009

Journal: :Symposium - International Astronomical Union 1987

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