Search Results - subject:"skew normal distribution"

Too many skew normal distributions? The practitioner’s perspective

Charemza, Wojciech; Vela, Carlos Diaz; Makarova, Svetlana - Department of Economics, Leicester University - 2013

The paper tackles the issue of possible misspecification in fitting skew normal distributions to empirical data. It is shown, through numerical experiments, that it is easy to choose a distribution which is different from this which actually generated the sample, if the minimum distance...

Persistent link: https://www.econbiz.de/10010674273

Too many skew normal distributions? : the practitioner's perspective

Charemza, Wojciech; Vela, Carlos Díaz; Makarova, … - 2013

Persistent link: https://www.econbiz.de/10009743710

Statistical analysis of photovoltaic and wind power generation

Noor 'Adilah Ibrahim - In: The journal of energy markets 11 (2018) 3, pp. 43-69

Persistent link: https://www.econbiz.de/10012001927

Panel data stochastic frontier model with determinants of persistent and transient inefficiency

Lai, Hung-pin; Kumbhakar, Subal - In: European journal of operational research : EJOR 271 (2018) 2, pp. 746-755

Persistent link: https://www.econbiz.de/10011890405

Skewness, basis risk, and optimal futures demand

Barbi, Massimiliano; Romagnoli, Silvia - In: International review of economics & finance : IREF 58 (2018), pp. 14-29

Persistent link: https://www.econbiz.de/10012034182

Endogeneity in panel data stochastic frontier model with determinants of persistent and transient inefficiency

Lai, Hung-pin; Kumbhakar, Subal - In: Economics letters 162 (2018), pp. 5-9

Persistent link: https://www.econbiz.de/10011939716

A Note on the Moments of the Skew-Normal Distribution

Haas, Markus - In: Economics Bulletin 32 (2012) 4, pp. 3306-3312

Azzalini's skew-normal distribution is an attractive tool for modeling the skewness observed in many economic and … financial variables. Formulas for the odd moments of the skew-normal distribution have been given by Henze (1986) and, more … odd moments of the skew-normal distribution. It exploits a striking similarity between the density and the moment …

Persistent link: https://www.econbiz.de/10011278847

Modeling maxima of longitudinal contralateral observations

Loperfido, Nicola - In: TEST: An Official Journal of the Spanish Society of … 17 (2008) 2, pp. 370-380

Persistent link: https://www.econbiz.de/10005613251

A new generalized Balakrishnan skew-normal distribution

Hasanalipour, P.; Sharafi, M. - In: Statistical Papers 53 (2012) 1, pp. 219-228

Persistent link: https://www.econbiz.de/10010539374

Data breaches : Goodness of fit, pricing, and risk measurement

Eling, Martin; Loperfido, Nicola - In: Insurance / Mathematics & economics 75 (2017), pp. 126-136

Persistent link: https://www.econbiz.de/10011740788