In Beijing, some crop field is similar to urbanized area in spectral space of ETM+ image, and this is an obstacle to extract urbanized area of Beijing from ETM+ image. Furthermore, classical texture such as variance can not improve the seperability of such two landcovers. This article proposed a skewness based framework to extract the profile of urbanized area, while skewness was seldom applied...

The aim of this study is to evaluate the relationship between lung function and kurtosis or skewness of lung density histograms on computed tomography (CT) in smokers. Forty-six smokers (age range 46?81 years), enrolled in the Lung Tissue Research Consortium, underwent pulmonary function tests (PFT) and chest CT at full inspiration and full expiration. On both inspiratory and expiratory scans, ...

this paper studies the effect of considering time varying skewness and kurtosis on the estimation of value at risk (var) for both long and short positions using the hyaparch model and daily data for tehran stock exchange price index (tepix). our results show that applying conditional distributions with time varying or constant skewness and degrees of freedom is able to capture the asymmetry app...

In the literature, quite a few measures have been proposed for quantifying deviation of probability distribution from symmetry. The most popular these skewness are based on third centralized moment and quantiles. However, there major drawbacks in using quantities. These include strong emphasis distributional tails poor asymptotic behavior (empirical) moment-based measure as well difficult stati...

Skewness is an important property of a population. Although many measures have been proposed there is no consensus on what should be used in practice. We propose a new measure which is appropriate when the direction of the skewness is known a priori. It is simple to interpret and easy to estimate.

Main academic criticism on the Sharpe ratio concerns its lack in incorporating skewness in performance evaluation. In this note we rewrite the classical Sharpe ratio for skew normal distributions. This new skew-normal Shape ratio consistently moves with skewness and no distorted information on performance is provided. An empirical investigation illustrates skew-normality of mutual and hedge fun...

Recent researches on stock market volatility have found considerable empirical evidence for the persistence of variance in stock market returns. The ARCH and unit root models in different versions analysed by Engle and Bollerslev (1986), Schwert (1989) and Nelson (1991) have usually discussed the conditional variance process as a function of lagged variance, where the skewness of the return dis...

We present an algorithm that generates networks in which the skewness of the degree distribution is tuneable by modifying the preferential attachment step of the Barabási-Albert construction algorithm. Skewness is linearly correlated with the maximal degree of the network and, therefore, adequately represents the influence of superspreaders or hubs. By combining our algorithm with work of Holme...