نتایج جستجو برای: this paper examines whether combining generalized hyperbolic skew

تعداد نتایج: 6550490  

Journal: :sahand communications in mathematical analysis 2014
ali haji-badali masoud dehghan fereshteh nourmohammadi

commutative properties of four-dimensional generalized symmetric pseudo-riemannian manifolds were considered. specially, in this paper, we studied skew-tsankov and jacobi-tsankov conditions in 4-dimensional pseudo-riemannian generalized symmetric manifolds.

2015
Cristina Tortora Brian C. Franczak Ryan P. Browne Paul D. McNicholas

A mixture of coalesced generalized hyperbolic distributions (GHDs) is developed by joining a finite mixture of generalized hyperbolic distributions with a novel mixture of multiple scaled generalized hyperbolic distributions (MSGHDs). After detailing the development of the mixture of MSGHDs, which arises via implementation of a multidimensional weight function, the density of our coalesced dist...

2012
Jouchi Nakajima

Multivariate stochastic volatility models with skew distributions are proposed. Exploiting Cholesky stochastic volatility modeling, univariate stochastic volatility processes with leverage effect and generalized hyperbolic skew t-distributions are embedded to multivariate analysis with time-varying correlations. Bayesian prior works allow this approach to provide parsimonious skew structure and...

2015
Toshinao Yoshiba

The multivariate Student-t copula family is used in statistical finance and other areas when there is tail dependence in the data. It often is a good-fitting copula but can be improved on when there is tail asymmetry. Multivariate skew-t copula families can be considered when there is tail dependence and tail asymmetry, and we show how a fast numerical implementation for maximum likelihood esti...

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-...

This article examines annihilators in the skew polynomial ring $R[x;alpha,delta]$. A ring is strongly right $AB$ if everynon-zero right annihilator is bounded. In this paper, we introduce and investigate a particular class of McCoy rings which satisfy Property ($A$) and the conditions asked by P.P. Nielsen. We assume that $R$ is an ($alpha$,$delta$)-compatible ring, and prove that, if $R$ is ni...

Journal: :Computational Statistics & Data Analysis 2014
Paula M. Murray Ryan P. Browne Paul D. McNicholas

In this paper, we introduce a mixture of skew-t factor analyzers as well as a family of mixture models based thereon. The mixture of skew-t distributions model that we use arises as a limiting case of the mixture of generalized hyperbolic distributions. Like their Gaussian and t-distribution analogues, our mixture of skew-t factor analyzers are very well-suited to the model-based clustering of ...

It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. The aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (MSN) distribution. We address the problem of multivariate skew-normality goodness-of-fit based on the empirical Laplace tra...

2008
David Damanik Jairo Bochi Young-Ran Lee

We consider continuous SL(2, R)-cocycles over a strictly ergodic homeomorphism which fibers over an almost periodic dynamical system (generalized skew-shifts). We prove that any cocycle which is not uniformly hyperbolic can be approximated by one which is conjugate to an SO(2, R)-cocycle. Using this, we show that if a cocycle’s homotopy class does not display a certain obstruction to uniform hy...

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