Spelling suggestions: "subject:"pearson type VII"" "subject:"earson type VII""
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Robust mixture regression modeling with Pearson type VII distributionZhang, Jingyi January 1900 (has links)
Master of Science / Department of Statistics / Weixing Song / A robust estimation procedure for parametric regression models is proposed in the paper by assuming the error terms follow a Pearson type VII distribution. The estimation procedure is implemented by an EM algorithm based on the fact that the Pearson type VII distributions are a scale mixture of a normal distribution and a Gamma distribution. A trimmed version of proposed procedure is also discussed in this paper, which can successfully trim the high leverage points away from the data. Finite sample performance of the proposed algorithm is evaluated by some extensive simulation studies, together with the comparisons made with other existing procedures in the literature.
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Fitting financial time series data to heavy tailed distributionHuang, Liu-Yuen 23 June 2002 (has links)
Financial data, such as daily or monthly maximum log return of stock price usually possess heavy tail and skewness properties. In this thesis, we consider stock price data of computer hardware and money center banks. Heavy-tailed distributions including Pearson type IV, Pearson type VII and stable distribution were fitted to the daily log return of the data sets, and goodness of fit were compared. For the monthly
maximum log return, nonlinear threshold time series models were fitted with heavy tailed innovation distributions. In addition, the value at risk and volatility of the data sets are derived from the fitted distributions.
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Spatio-temporal prediction modeling of clusters of influenza casesQiu, Weiyu Unknown Date
No description available.
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A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T DistributionZheng, Shimin, Gupta, A. K., Liu, Xuefeng 01 January 2012 (has links)
We define and study multivariate and matrix variate skew Pearson type VII and skew t-distributions. We derive the marginal and conditional distributions, the linear transformation, and the stochastic representations of the multivariate and matrix variate skew Pearson type VII distributions and skew t-distributions. Also, we study the limiting distributions.
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Stochastic Representations of the Matrix Variate Skew Elliptically Contoured DistributionsZheng, Shimin, Zhang, Chunming, Knisley, Jeff 01 January 2013 (has links)
Matrix variate skew elliptically contoured distributions generalize several classes of important distributions. This paper defines and explores matrix variate skew elliptically contoured distributions. In particular, we discuss two stochastic representations of the matrix variate skew elliptically contoured distributions.
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A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T DistributionZheng, Shimin, Gupta, A. K., Liu, Xuefeng 01 January 2012 (has links)
We define and study multivariate and matrix variate skew Pearson type VII and skew t-distributions. We derive the marginal and conditional distributions, the linear transformation, and the stochastic representations of the multivariate and matrix variate skew Pearson type VII distributions and skew t-distributions. Also, we study the limiting distributions.
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Moments of Matrix Variate Skew Elliptically Contoured DistributionsZheng, Shimin, Knisley, Jeff, Zhang, Chunming 01 January 2013 (has links)
Matrix variate skew elliptically contoured distributions generalize several classes of important distributions. This paper defines and explores matrix variate skew elliptically contoured distributions. In particular, we discuss the first two moments of the matrix variate skew elliptically contoured distributions.
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