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  • Search: subject:"Skew-Normal distributions"
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Year of publication
Subject
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Statistical distribution 4 Statistische Verteilung 4 Estimation theory 3 Schätztheorie 3 Skew normal distributions 3 Skew-Normal distributions 3 Statistical theory 3 Statistische Methodenlehre 3 skew-normal distributions 3 Bayesian analysis 2 Danish data 2 EM algorithm 2 Finite mixtures 2 Generalized extremum tests 2 Loss distribution 2 Markov chain Monte Carlo 2 Multivariate Verteilung 2 Multivariate distribution 2 Scale mixtures of skew-normal distributions 2 Skew-normal distributions 2 Skewing function 2 Statistical test 2 Statistischer Test 2 Theorie 2 Theory 2 Value-at-Risk 2 Algorithm 1 Algorithmus 1 Allocation rules 1 Consumer behaviour 1 Decision 1 Decision-making 1 Delta skew lognormal distributions 1 Distribution channel 1 Entscheidung 1 Equation error 1 Estimation 1 Expected Shortfall probability 1 Expected shortfall 1 Finanzmathematik 1
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Online availability
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Undetermined 9 Free 5 CC license 1
Type of publication
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Article 9 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Conference paper 1 Konferenzbeitrag 1
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Language
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Undetermined 10 English 6
Author
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Bernardi, Mauro 4 Ley, Christophe 3 Amengual, Dante 2 Balakrishnan, N. 2 Bei, Xinyue 2 Hallin, Marc 2 Maruotti, Antonello 2 Sentana, Enrique 2 Tong, Tingting 2 Trafimow, David 2 Wang, Tonghui 2 Wang, Ziyuan 2 Cao, Chunzheng 1 Carvalho, Rignaldo 1 Gupta, Ramesh 1 Hyman, Michael R. 1 Kostyk, Alena 1 Lachos, Victor 1 Landsman, Zinoviy 1 Lea, Petrella 1 Lin, Jinguan 1 Makov, Udi 1 Petrella, Lea 1 Scarpa, Bruno 1 Shi, Jian Qing 1 Shushi, Tomer 1 Wang, Cong 1 Wang, Yahui 1 Zeller, Camila 1
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Institution
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
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Working Papers ECARES 3 MPRA Paper 2 Asian journal of economics and banking : AJEB 1 CEMFI working paper 1 Computational economics 1 Discussion papers / CEPR 1 Insurance: Mathematics and Economics 1 International journal of market research 1 Journal of Multivariate Analysis 1 Metrika 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 The European journal of finance 1
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Source
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RePEc 10 ECONIS (ZBW) 6
Showing 1 - 10 of 16
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Gain-probability diagrams as an alternative to significance testing in economics and finance
Trafimow, David; Wang, Ziyuan; Tong, Tingting; Wang, Tonghui - In: Asian journal of economics and banking : AJEB 7 (2023) 3, pp. 333-357
Purpose - The purpose of this article is to show the gains that can be made if researchers were to use gain-probability (G-P) diagrams. Design/methodology/approach - The authors present relevant mathematical equations, invented examples and real data examples. Findings - G-P diagrams provide a...
Persistent link: https://www.econbiz.de/10014445518
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Gain-probability diagrams in consumer research
Trafimow, David; Hyman, Michael R.; Kostyk, Alena; … - In: International journal of market research 64 (2022) 4, pp. 470-483
Persistent link: https://www.econbiz.de/10013258007
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Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020
Persistent link: https://www.econbiz.de/10012208314
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Analytic solution to the portfolio optimization problem in a mean-variance-skewness model
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer - In: The European journal of finance 26 (2020) 2/3, pp. 165-178
Persistent link: https://www.econbiz.de/10012207192
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Flexible Modelling in Statistics: Past, present and Future
Ley, Christophe - European Centre for Advanced Research in Economics and … - 2014
Persistent link: https://www.econbiz.de/10010929174
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Measurement error models for replicated data under asymmetric heavy-tailed distributions
Cao, Chunzheng; Wang, Yahui; Shi, Jian Qing; Lin, Jinguan - In: Computational economics 52 (2018) 2, pp. 531-553
Persistent link: https://www.econbiz.de/10012053003
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Skew mixture models for loss distributions: a Bayesian approach
Bernardi, Mauro; Maruotti, Antonello; Lea, Petrella - Volkswirtschaftliche Fakultät, … - 2012
distribution. Here we propose a finite mixture of Skew Normal distributions that provides a better characterization of insurance …
Persistent link: https://www.econbiz.de/10011113409
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Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions
Gupta, Ramesh; Balakrishnan, N. - In: Metrika 75 (2012) 2, pp. 181-191
Persistent link: https://www.econbiz.de/10010539340
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Cover Image
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020
Persistent link: https://www.econbiz.de/10012210436
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Cover Image
Risk measures for Skew Normal mixtures
Bernardi, Mauro - Volkswirtschaftliche Fakultät, … - 2012
of univariate Skew Normal distributions. This result can be useful in modeling portfolio returns where the evaluation of …
Persistent link: https://www.econbiz.de/10011111556
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