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  • Search: subject:"skew- normal"
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Year of publication
Subject
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Statistical distribution 38 Statistische Verteilung 38 Theorie 38 Theory 37 Skew-normal distribution 29 skew-normal distribution 17 Estimation theory 16 Schätztheorie 16 Skew-normal 13 Portfolio selection 12 Stochastic process 12 Stochastischer Prozess 12 Technical efficiency 11 Technische Effizienz 11 Estimation 10 Portfolio-Management 10 Schätzung 10 skew normal distribution 9 EM algorithm 7 Skew normal distribution 7 Skewness 7 Stochastic frontier 7 Closed skew-normal distribution 6 Efficiency 6 Effizienz 6 Maximum likelihood estimation 6 Production function 6 Produktionsfunktion 6 Ansteckungseffekt 5 Capital income 5 Contagion effect 5 Financial crisis 5 Finanzkrise 5 Kapitaleinkommen 5 Kurtosis 5 Probability theory 5 Risiko 5 Skew normal 5 Wahrscheinlichkeitsrechnung 5 skew-normal 5
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Online availability
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Undetermined 114 Free 38 CC license 3
Type of publication
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Article 131 Book / Working Paper 37
Type of publication (narrower categories)
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Article in journal 51 Aufsatz in Zeitschrift 51 Working Paper 15 Arbeitspapier 10 Graue Literatur 9 Non-commercial literature 9 Article 1 Conference paper 1 Konferenzbeitrag 1 Research Report 1 Thesis 1 research-article 1
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Language
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Undetermined 93 English 74 Hungarian 1
Author
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Loperfido, Nicola 15 Kumbhakar, Subal 9 Lai, Hung-pin 8 Mazur, Stepan 8 Balakrishnan, N. 7 Amengual, Dante 6 Javed, Farrukh 6 Sentana, Enrique 6 Wang, Tonghui 6 Bernardi, Mauro 5 Crocetta, Corrado 5 Eling, Martin 5 Bei, Xinyue 4 Ley, Christophe 4 Bodnar, Taras 3 Charemza, Wojciech 3 Colombi, Roberto 3 Genton, Marc G. 3 Gupta, Arjun K. 3 Martini, Gianmaria 3 Thorsén, Erik 3 Tong, Tingting 3 Trafimow, David 3 Vittadini, Giorgio 3 Adcock, Chris 2 Amsler, Christine Elaine 2 Antonio, Katrien 2 Arnold, Barry 2 Batiz-Zuk, Enrique 2 Beaver, Robert 2 Behboodian, J. 2 Bei, Xinye 2 Bolfarine, H. 2 Bolfarine, Heleno 2 Brorsen, Wade 2 Cabral, Celso Rômulo Barbosa 2 Das, Arabinda 2 Denuit, Michel 2 García, Juan Angel 2 Gupta, Ramesh 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia 4 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 3 Agricultural and Applied Economics Association - AAEA 1 Crawford School of Public Policy, Australian National University 1 Department of Economics, College of Business and Economics 1 Department of Economics, Leicester University 1 Dipartimento di Economia, Università degli Studi di Perugia 1 Dipartimento di Ingegneria Gestionale, Università degli Studi di Bergamo 1 European Central Bank 1 School of Economics, Finance and Management, University of Bristol 1
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Published in...
All
Statistical Papers / Springer 12 Journal of Multivariate Analysis 10 Statistics & Probability Letters 9 Journal of Applied Statistics 7 Economics letters 5 MPRA Paper 5 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 5 The European journal of finance 5 Insurance: Mathematics and Economics 4 Journal of Productivity Analysis 4 Journal of productivity analysis 4 Quaderni DSEMS 4 Working Paper 4 Asian journal of economics and banking : AJEB 3 Computational Statistics & Data Analysis 3 European journal of operational research : EJOR 3 Insurance / Mathematics & economics 3 Statistical Methods and Applications 3 Working Papers ECARES 3 CEMFI working paper 2 Discussion papers / University of Leicester, Department of Economics 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Metrika 2 Physica A: Statistical Mechanics and its Applications 2 Psychometrika 2 The European Journal of Finance 2 Working paper 2 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 1 Advances in Data Analysis and Classification 1 Agricultural economics : the journal of the International Association of Agricultural Economists 1 Agricultural finance review 1 Annals of the Institute of Statistical Mathematics 1 Applied economics 1 Bristol Economics Discussion Papers 1 CAMA Working Papers 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Computational Statistics 1 Computational economics 1 Computational management science 1 Discussion Papers in Economics 1
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Source
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RePEc 98 ECONIS (ZBW) 61 EconStor 7 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 168
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The a priori procedure (APP) for estimating median under skew normal settings with applications in economics and finance
Hu, Liqun; Wang, Tonghui; Trafimow, David; Choy, S. T. Boris - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 144-158
skew normal settings. The mathematical derivation and with computer simulations of the exact method by using sample median …
Persistent link: https://www.econbiz.de/10015357557
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The method of moments for multivariate random sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024
problem by the method of moments, under the assumption that the claim size and the claim number have a multivariate skew-normal …
Persistent link: https://www.econbiz.de/10014581240
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The method of moments for multivariate random sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024
problem by the method of moments, under the assumption that the claim size and the claim number have a multivariate skew-normal …
Persistent link: https://www.econbiz.de/10014575595
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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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Inferences on location parameters based on independent multivariate skew normal distributions
Ma, Ziwei; Wang, Tonghui; Wei, Zheng; Zhu, Xiaonan - In: Asian journal of economics and banking : AJEB 6 (2022) 2, pp. 270-281
noncentral closed skew F-distribution for dealing with independent samples from multivariate skew normal (SN) distributions …
Persistent link: https://www.econbiz.de/10013352762
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Analytical formulation for explaining the variations in traffic states : a fundamental diagram modeling perspective with stochastic parameters
Cheng, Qixiu; Lin, Yuqian; Zhou, Xuesong; Liu, Zhiyuan - In: European journal of operational research : EJOR 312 (2024) 1, pp. 182-197
Persistent link: https://www.econbiz.de/10014456251
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The wrong skewness problem in stochastic frontier analysis : a review
Papadopoulos, Alecos; Parmeter, Christopher F. - In: Journal of productivity analysis : an official journal … 61 (2024) 2, pp. 121-134
Persistent link: https://www.econbiz.de/10014502478
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Tangency portfolio weights under a skew-normal model in small and large dimensions
Javed, Farrukh; Mazur, Stepan; Thorsén, Erik - In: Journal of the Operational Research Society 75 (2024) 7, pp. 1395-1406
Persistent link: https://www.econbiz.de/10014555921
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Normal but skewed?
Amengual, Dante; Bei, Xinye; Sentana, Enrique - 2021
We propose a multivariate normality test against skew normal distributions using higher-order loglikelihood derivatives …
Persistent link: https://www.econbiz.de/10012621162
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Tangency portfolio weights under a skew-normal model in small and large dimensions
Javed, Farrukh; Mazur, Stepan; Thorsén, Erik - 2021
that the asset returns follow a matrix variate closed skew-normal distribution.We establish a stochastic representation of …
Persistent link: https://www.econbiz.de/10012654483
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