We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are predominant. The mathematical development of our mixture of generalized hyperbolic distributions model relies on its relationship with the generalized inverse Gauss...

We consider the stochastic equation X(t) = W(t) + βlX0(t), where W is a standard Wiener process and lX0(⋅) is the local time at zero of the unknown process X. There is a unique solution X (and it is adapted to the fields of W) if |β| ≤ 1, but no solutions exist if |β| > 1. In the former case, setting α = (β + 1)/2, the unique solution X is distributed as a skew Brownian motion with parameter α....

Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very timeconsuming due to the complicated expressions involved in the E-step that are numerically expensive to evaluate. A more time-efficient implementation of the EM algo...

‎The goal of this study is to introduce an Asymmetric Uniform-Laplace (AUL) distribution‎. ‎We present a detailed theoretical description of this distribution‎. ‎We try to estimate the parameters of AUL distribution using the maximum likelihood method‎. ‎Since the likelihood approach results in complicated forms‎, ‎we suggest a bootstrap-based approach for es...

given a graph $g$, let $g^sigma$ be an oriented graph of $g$ with the orientation $sigma$ and skew-adjacency matrix $s(g^sigma)$. then the spectrum of $s(g^sigma)$ consisting of all the eigenvalues of $s(g^sigma)$ is called the skew-spectrum of $g^sigma$, denoted by $sp(g^sigma)$. the skew energy of the oriented graph $g^sigma$, denoted by $mathcal{e}_s(g^sigma)$, is defined as the sum of the n...

Some partition theorems similar to the Rogers-Ramanujan theorems are proved. We shall prove the following partition theorems, namely THEOREM 1. The number of partitions of k, k = a 1 + a 2 + a 3 + · · · with a 1 > a 2 ≥ a 3 > a 4 ≥ · · ·

let $alpha$ be an automorphism of a ring $r$. the authors [on skewinverse laurent-serieswise armendariz rings, comm. algebra 40(1)(2012) 138-156] applied the concept of armendariz rings to inverseskew laurent series rings and introduced skew inverselaurent-serieswise armendariz rings. in this article, we study on aspecial type of these rings and introduce strongly armendariz ringsof inverse ske...

Modelling covariance structure in the analysis of repeated measures data, Statist. Med. A new class of multivariate skew distributions with applications to Bayesian regression models, The Canadion Journal of Analysis for the Student-t regression model.

Given a matrix over a skew field fixing the column t(1, . . . , 1), we give formulas for a row vector fixed by this matrix. The same techniques are applied to give noncommutative extensions of probabilistic properties of codes.