In this paper, we deal with Molaei’s generalized groups. We definethe notion of a fuzzy generalized subgroup with respect to a t-norm (orT-fuzzy generalized subgroup) and give some related properties. Especially,we state and prove the Representation Theorem for these fuzzy generalizedsubgroups. Next, using the concept of continuity of t-norms we obtain a correspondencebetween TF(G), the set of ...

let $g$ be a simple graph‎, ‎and $g^{sigma}$‎ ‎be an oriented graph of $g$ with the orientation ‎$sigma$ and skew-adjacency matrix $s(g^{sigma})$‎. ‎the $k-$th skew spectral‎ ‎moment of $g^{sigma}$‎, ‎denoted by‎ ‎$t_k(g^{sigma})$‎, ‎is defined as $sum_{i=1}^{n}( ‎‎‎lambda_{i})^{k}$‎, ‎where $lambda_{1}‎, ‎lambda_{2},cdots‎, ‎lambda_{n}$ are the eigenvalues of $g^{sigma}$‎. ‎suppose‎ ‎$g^{sigma...

in this paper, we deal with molaei’s generalized groups. we definethe notion of a fuzzy generalized subgroup with respect to a t-norm (ort-fuzzy generalized subgroup) and give some related properties. especially,we state and prove the representation theorem for these fuzzy generalizedsubgroups. next, using the concept of continuity of t-norms we obtain a correspondencebetween tf(g), the set of ...

In this paper, the S&P 500 stock index is studied for its time varying volatility and stylized facts. The ARMA mean equation with asymmetric power ARCH errors is used to model the series correlations and the conditional heteroscadesticity in the asset returns. The conditional distributions of the standardized residuals are assumed to be the normal distribution, the t distribution or the skew-t ...

Hallin and Ley (2012) investigate and fully characterize the Fisher singularity phenomenon in univariate and multivariate families of skew-symmetric distributions. This paper proposes a refined analysis of the (univariate) Fisher degeneracy problem, showing that it can be more or less severe, inducing n (“simple singularity”), n (“double singularity”), or n (“triple singularity”) consistency ra...

In this paper, likelihood-based inference and bias correction based on Firth’s approach are developed in the modified skew-t-normal (MStN) distribution. The latter model exhibits a greater flexibility than skew-normal (MSN) distribution since it is able to heavily skewed data thick tails. addition, tails controlled by shape parameter degrees of freedom. We provide density new present some its m...

In this paper, we discuss a new generalization of univariate skew-Cauchy distribution with two parameters, we denoted this by GSC(&lambda1, &lambda2), that it has more flexible than the skew-Cauchy distribution (denoted by SC(&lambda)), introduced by Behboodian et al. (2006). Furthermore, we establish some useful properties of this distribution and by two numerical example, show that GSC(&lambd...

We extend the Gaussian scale mixture model of dependent subspace source densities to include non-radially symmetric densities using Generalized Gaussian random variables linked by a common variance. We also introduce the modeling of skew using the Normal Variance-Mean mixture model. We give closed form expressions for likelihoods and parameter updates in the EM algorithm.