Showing 1 - 10 of 49
Two major generalizations of the hyperbolic secant distribution have been proposed in the statistical literature which both introduce an additional parameter that governs the kurtosis of the generalized distribution. The generalized hyperbolic secant (GHS) distribution was introduced by Harkness...
Persistent link: https://www.econbiz.de/10010299779
Using the Gaussian distribution as statistical model for data sets is widely spread, especially in practice. However, departure from normality seems to be more the rule than the exception. The H-distributions, introduced by Tukey (1960, 1977), are generated by a single transformation...
Persistent link: https://www.econbiz.de/10010299782
The H-family of distributions or H-distributions, introduced by Tukey (1960, 1977), are generated by a single transformation of the standard normal distribution and allow for leptokurtosis represented by the parameter h. Alternatively, Haynes, MacGillivray and Mengersen (1997) generated...
Persistent link: https://www.econbiz.de/10010299785
There are several possibilities to introduce skewness into a symmetric distribution. One of these procedures applies two dfferent parameters of scale - with possibly different weights - to the positive and the negative part of a symmetric density. Within this work we show that this technique...
Persistent link: https://www.econbiz.de/10010299790
In this paper we focus on symmetric generalized Fairlie-Gumbel-Morgenstern (or symmetric Sarmanov) copulas which are characterized by means of so-called generator functions. In particular, we introduce a class of generator functions which is based on univariate distributions with certain...
Persistent link: https://www.econbiz.de/10010299800
Leptokurtic distributions can be generated by applying certain non-linear transformations to a standard normal random variable. Within this work we derive general conditions for these transformations which guarantee that the generated distributions are ordered with respect to the partial...
Persistent link: https://www.econbiz.de/10010299807
Copulas represent the dependence structure of multivariate distributions in a natural way. In order to generate new copulas from given ones, several proposals found its way into statistical literature. One simple approach is to consider convex-combinations (i.e. weighted arithmetic means) of two...
Persistent link: https://www.econbiz.de/10010299821
Ein Anreizsystem zur kontinuierlichen Mitarbeit wird als Mittel zur Verbesserung der universitären Lehre vorgestellt. Da Missbrauchsmöglichkeiten bestehen, kommen bei der qualitativen Erfolgsanalyse Zweifel auf, ob die Anreize an der richtigen Stelle greifen. Ziel dieser Arbeit ist es, die...
Persistent link: https://www.econbiz.de/10010327535
In Pleier und Mangold (2013) wurde ein Pilotprojekt zur Verbesserung des Lernverhaltens untersucht, welches im Wintersemester 2012/2013 durchgeführt wurde. Studierende sollten dabei semesterbegleitend an Online-Tests teilnehmen, um sich frühzeitig auf die abschließende Klausur vorzubereiten....
Persistent link: https://www.econbiz.de/10010427259
We present a new family of copulas (generalized mean copulas) which is positive comprehensive and allows for upper tail dependence. It includes the Spearman copula and a specific Fréchet copula as special cases. Some properties and a generalized tail dependence estimator are derived. Finally, a...
Persistent link: https://www.econbiz.de/10010299766