Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution

• 資料種別: 記事
• タイトル: Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
• 著者標目: Adelchi Azzalini; Antonella Capitanio
• 出版年月日等: 2003-04-25
• 出版年（W3CDTF）: 2003-04-25
• タイトル（掲載誌）: Journal of the Royal Statistical Society Series B: Statistical Methodology
• 巻号年月日等（掲載誌）: 65 2
• 掲載巻: 65
• 掲載号: 2
• 掲載ページ: 367-389
• 掲載年月日（W3CDTF）: 2003-04-25
• ISSN（掲載誌）: 13697412
• 出版事項（掲載誌）: Oxford University Press (OUP)
• 対象利用者: 一般
• DOI: 10.1111/1467-9868.00391
• 作成日（W3CDTF）: 2004-12-28
• 著作権情報: https://academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model
• 関連情報（URI）: https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2F1467-9868.00391; https://academic.oup.com/jrsssb/article-pdf/65/2/367/49684466/jrsssb_65_2_367.pdf
• 参照: Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si86.gif" display="inline" overflow="scroll"><mml:mi>t</mml:mi></mml:math>-distribution; https://cir.nii.ac.jp/crid/1360002215883676288; Sine-skewed axial distributions with an application for fallen tree data; https://cir.nii.ac.jp/crid/1360004231348742272; Bayesian Endogenous Tobit Quantile Regression; https://cir.nii.ac.jp/crid/1360004236956347648; EM algorithm using overparameterization for the multivariate skew-normal distribution; https://cir.nii.ac.jp/crid/1360009142848539136; Pricing electricity day-ahead cap futures with multifactor skew-t densities; https://cir.nii.ac.jp/crid/1360013168822808448; Benefits and costs: The impact of capital control on growth-at-risk in China; https://cir.nii.ac.jp/crid/1360021390578845312; On a Measure of Tail Asymmetry for the Bivariate Skew-Normal Copula; https://cir.nii.ac.jp/crid/1360021396519153152; Towards a non-Gaussian model of redshift space distortions; https://cir.nii.ac.jp/crid/1360290617648862720; Shrinkage Estimation of a Location Parameter for a Multivariate Skew Elliptic Distribution; https://cir.nii.ac.jp/crid/1360302866831701888; A generalized class of skew distributions and associated robust quantile regression models; https://cir.nii.ac.jp/crid/1360567180018684288; A family of skew distributions with mode-invariance through transformation of scale; https://cir.nii.ac.jp/crid/1360567182466965888; Measuring Inflation Expectations Using Interval‐Coded Data*; https://cir.nii.ac.jp/crid/1360567185596841728; GTL regression: a linear model with skewed and thick-tailed disturbances; https://cir.nii.ac.jp/crid/1360576118782935680; Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution; https://cir.nii.ac.jp/crid/1360846640886057088; Dynamic hedging performance and downside risk: Evidence from Nikkei index futures; https://cir.nii.ac.jp/crid/1360848657150492800; Estimation of a covariance matrix in multivariate skew-normal distribution; https://cir.nii.ac.jp/crid/1360853567724875776; Bayesian estimation for mode and anti-mode preserving circular distributions; https://cir.nii.ac.jp/crid/1360853567776472320; Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility; https://cir.nii.ac.jp/crid/1360857593703393920; Multivariate skew distributions with mode-invariance through the transformation of scale; https://cir.nii.ac.jp/crid/1361131416130668928; Simultaneous Bayesian Inference for Longitudinal Data with Asymmetry, Left-censoring and Covariates Measured with Errors; https://cir.nii.ac.jp/crid/1390001205286457856; 歪度・尖度が高い株式ポートフォリオの<i>t</i>コピュラを用いたリスク計測; https://cir.nii.ac.jp/crid/1390001205755230336; Meta-analysis Using Flexible Random-effects Distribution Models; https://cir.nii.ac.jp/crid/1390012169713406592
• 連携機関・データベース: 国立情報学研究所 : CiNii Research; https://cir.nii.ac.jp/
• 提供元機関・データベース: Crossref; https://www.crossref.org

• 要約等: <jats:title>Summary</jats:title><jats:p>A fairly general procedure is studied to perturb a multivariate density satisfying a weak form of multivariate...