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Now showing items 31-40 of 515
A new fatigue life model based on the family of skew-elliptical distributions
(Taylor & Francis IncPhiladelphiaEUA, 2006)
Strategic asset valuation and higher stochastic moments : an adjusted Black-Scholes Model
(Better Advances Press. Academic Research Centre of Canada, 2018)
Robust modeling using the generalized epsilon-skew-t distribution
(TAYLOR & FRANCIS LTDABINGDON, 2012)
In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained ...
Tests for normality in linear panel data models
(Stata Press, 2015-04)
A new Stata command, xtsktest, is proposed to explore non-normalities in linear panel data models. The tests explore skewnessand excess kurtosis allowing researchers to identify departures away from gaussianity in both ...
Una revisión de medidas multivariadas de asimetría y kurtosis para pruebas de multinormalidad
(Universidad Nacional de Colombia, 1999)
El trabajo germinal de Mardia(1970) da definiciones multivariadas de asimetría y kurtosis que son usadas en pruebas de multinormalidad, y han dado origen a gran variedad de extensiones y formalizaciones. Se hace una revisión ...
Technology-based startup valuation using real options with edgeworth expansion
(Science and Education Publishing, 2018)
Kurtosis and Skewness of Density Histograms on Inspiratory and Expiratory CT Scans in Smokers
(INFORMA HEALTHCARE, 2011)
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 ...
CO-SKEWNESS AND CO-KURTOSIS IN THE ANALYSIS OF STOCK PRICING AT IBOVESPACoassimetria e cocurtose na análise dos preços das ações no mercado financeiro nacional
(Universidade Federal de Santa Maria, 2011)
Strategic asset valuation : a model Including asymmetry and kurtosis in Its distribution in continuous time
(Faculty of Finance, Banking and Accountancy, 2018)
Uma contribuição à análise de técnicas de monitoramento de espectro para sistemas PLC
(Universidade Federal de Juiz de Fora (UFJF)BrasilFaculdade de EngenhariaPrograma de Pós-graduação em Engenharia ElétricaUFJF, 2017)