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Testing for skewness and kurtosis in the one-way error components model
(Elsevier Inc, 2013-11)
This paper derives tests for skewness and kurtosis for the panel data one-way error component model. The test statistics are based on the between and within transformations of the pooled OLS residuals, and are derived in ...
Diferencias en la estimación del coeficiente de curtosis en diferentes softwares estadísticos
(2019)
La curtosis o cuarto momento de una distribución, se emplea para describir una distribución y forma parte de algunos contrastes de normalidad. La mayoría de los paquetes estadísticos la incluyen, por lo que su cálculo es ...
Strategic asset valuation: A model including asymmetry and kurtosis in its distribution in continuous time
(Dimitrie Cantemir Christian University, 2015-03)
The valuation of real assets is a complex problem which influences the strategic decision making in companies, such as decisions to differing or selling a project. Uncertainty takes over the manager when defining the ...
A formulation for continuous mixtures of multivariate normal distributions
(ELSEVIER INC, 2021)
Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or on both the mean and the variance of a ...
A Gamma-Type Distribution with Applications
(MDPI, 2020)