Relevant bibliographies by topics / Skew laplace

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Conference papers

Academic literature on the topic 'Skew laplace'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Skew laplace"

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Shams Harandi, S., and M. H. Alamatsaz. "Alpha–Skew–Laplace distribution." Statistics & Probability Letters 83, no. 3 (March 2013): 774–82. http://dx.doi.org/10.1016/j.spl.2012.11.024.

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Julià, Olga, Jaume Vidal-Mas, Nicolai S. Panikov, and Josep Vives-Rego. "Skew-Laplace and Cell-Size Distribution in Microbial Axenic Cultures: Statistical Assessment and Biological Interpretation." International Journal of Microbiology 2010 (2010): 1–10. http://dx.doi.org/10.1155/2010/191585.

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We report a skew-Laplace statistical analysis of both flow cytometry scatters and cell size from microbial strains primarily grown in batch cultures, others in chemostat cultures and bacterial aquatic populations. Cytometry scatters best fit the skew-Laplace distribution while cell size as assessed by an electronic particle analyzer exhibited a moderate fitting. Unlike the cultures, the aquatic bacterial communities clearly do not fit to a skew-Laplace distribution. Due to its versatile nature, the skew-Laplace distribution approach offers an easy, efficient, and powerful tool for distribution of frequency analysis in tandem with the flow cytometric cell sorting.
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Aryal, Gokarna, and Saralees Nadarajah. "On the skew Laplace distribution." Journal of Information and Optimization Sciences 26, no. 1 (January 2005): 205–17. http://dx.doi.org/10.1080/02522667.2005.10699644.

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Yilmaz, Abdullah. "The flexible skew Laplace distribution." Communications in Statistics - Theory and Methods 45, no. 23 (October 14, 2014): 7053–59. http://dx.doi.org/10.1080/03610926.2014.974821.

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Kozubowski, Tomasz J., and Seidu Inusah. "A Skew Laplace Distribution on Integers." Annals of the Institute of Statistical Mathematics 58, no. 3 (June 17, 2006): 555–71. http://dx.doi.org/10.1007/s10463-005-0029-1.

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Barbiero, Alessandro. "An alternative discrete skew Laplace distribution." Statistical Methodology 16 (January 2014): 47–67. http://dx.doi.org/10.1016/j.stamet.2013.07.002.

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Ning, Jiannan, and Wende Yi. "Tail dependence for skew Laplace distribution and skew Cauchy distribution." Communications in Statistics - Theory and Methods 45, no. 17 (July 5, 2016): 5224–33. http://dx.doi.org/10.1080/03610926.2014.941494.

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Julià, Olga, and Josep Vives-Rego. "Skew-Laplace distribution in Gram-negative bacterial axenic cultures: new insights into intrinsic cellular heterogeneity." Microbiology 151, no. 3 (March 1, 2005): 749–55. http://dx.doi.org/10.1099/mic.0.27460-0.

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The application of flow cytometry and skew-Laplace statistical analysis to assess cellular heterogeneity in Gram-negative axenic cultures is reported. In particular, fit to the log-skew-Laplace distribution for cellular side scatter or ‘granulosity’ is reported, and a number of theoretical and applied issues are considered in relation to the biological significance of this fit.
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Kozubowski, Tomasz J., and Anna K. Panorska. "Testing symmetry under a skew Laplace model." Journal of Statistical Planning and Inference 120, no. 1-2 (February 2004): 41–63. http://dx.doi.org/10.1016/s0378-3758(02)00503-7.

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Aryal, Gokarna, and A. N. V. Rao. "Reliability model using truncated skew-Laplace distribution." Nonlinear Analysis: Theory, Methods & Applications 63, no. 5-7 (November 2005): e639-e646. http://dx.doi.org/10.1016/j.na.2005.03.055.

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Dissertations / Theses on the topic "Skew laplace"

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Macerau, Walkiria Maria de Oliveira. "Comparação das distribuições α-estável, normal, t de student e Laplace assimétricas." Universidade Federal de São Carlos, 2012. https://repositorio.ufscar.br/handle/ufscar/4555.

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Financiadora de Estudos e Projetos
Abstract The asymmetric distributions has experienced great development in recent times. They are used in modeling financial data, medical, genetics and other applications. Among these distributions, the Skew normal (Azzalini, 1985) has received more attention from researchers (Genton et al., (2001), Gupta et al., (2004) and Arellano-Valle et al., (2005)). We present a comparative study of _-stable distributions, Skew normal, Skew t de Student and Skew Laplace. The _-stable distribution is studied by Nolan (2009) and proposed by Gonzalez et al., (2009) in the context of genetic data. For some real datasets, in areas such as financial, genetics and commodities, we test which distribution best fits the data. We compare these distributions using the model selection criteria AIC and BIC.
As distribuições assimétricas tem experimentado grande desenvolvimento nos tempos recentes. Elas são utilizadas na modelagem de dados financeiros, médicos e genéticos entre outras aplicações. Dentre essas distribuições, a normal assimétrica (Azzalini, 1985) tem recebido mais atenção dos pesquisadores (Genton et al., (2001), Gupta et al., (2004) e Arellano-Valle et al., (2005)). Nesta dissertação, apresentamos um estudo comparativo das distribuições _-estável, normal , t de Student e Laplace assimétricas. A distribuição _-estável estudada por Nolan (2009) é proposta por Gonzalez et al., (2009) no contexto de dados genéticos. Neste trabalho, também apresentamos como verificar a assimetria de uma distribuição, descrevemos algumas características das distribuições assimétricas em estudo, e comparamos essas distribuições utilizando os critérios de seleção de modelos AIC e BIC..
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Gasparini, Daniela Caetano de Souza. "Verificação da performance de modelos APARCH assimétricos aplicados a dados financeiros." Universidade Federal de São Carlos, 2013. https://repositorio.ufscar.br/handle/ufscar/4567.

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Financiadora de Estudos e Projetos
The volatility of financial assets changes over time, indicating the specification of regime change in volatility models. Furthermore, the presence of asymmetry in the returns of the financial market has been recognized in the financial literature of recent decades. In this paper, we present some heteroscedastic models with regime change, considering that the error component of these models follows Skew Laplace distribution, as well as the process of estimating its parameters via maximum likelihood and Bayesian methods.
A volatilidade dos ativos financeiros se altera ao longo do tempo, sinalizando a especificação de mudança de regime para modelos de volatilidade. Além disso, a presença de assimetria nos retornos do mercado financeiro tem sido reconhecida na literatura financeira das últimas décadas. Neste trabalho, apresentamos alguns modelos heterocedásticos com mudança de regime, considerando que a componente do erro desses modelos segue distribuição Laplace assimétrica, bem como o processo de estimação de seus parâmetros via máxima verossimilhança e métodos bayesianos.
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Chang, Shu-Ching. "Antedependence Models for Skewed Continuous Longitudinal Data." Diss., University of Iowa, 2013. https://ir.uiowa.edu/etd/4827.

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This thesis explores the problems of fitting antedependence (AD) models and partial antecorrelation (PAC) models to continuous non-Gaussian longitudinal data. AD models impose certain conditional independence relations among the measurements within each subject, while PAC models characterize the partial correlation relations. The models are parsimonious and useful for data exhibiting time-dependent correlations. Since the relation of conditional independence among variables is rather restrictive, we first consider an autoregressively characterized PAC model with independent asymmetric Laplace (ALD) innovations and prove that this model is an AD model. The ALD distribution previously has been applied to quantile regression and has shown promise for modeling asymmetrically distributed ecological data. In addition, the double exponential distribution, a special case of the ALD, has played an important role in fitting symmetric finance and hydrology data. We give the distribution of a linear combination of independent standard ALD variables in order to derive marginal distributions for the model. For the model estimation problem, we propose an iterative algorithm for the maximum likelihood estimation. The estimation accuracy is illustrated by some numerical examples as well as some longitudinal data sets. The second component of this dissertation focuses on AD multivariate skew normal models. The multivariate skew normal distribution not only shares some nice properties with multivariate normal distributions but also allows for any value of skewness. We derive necessary and sufficient conditions on the shape and covariance parameters for multivariate skew normal variables to be AD(p) for some p. Likelihood-based estimation for balanced and monotone missing data as well as likelihood ratio hypothesis tests for the order of antedependence and for zero skewness under the models are presented. Since the class of skew normal random variables is closed under the addition of independent standard normal random variables, we then consider an autoregressively characterized PAC model with a combination of independent skew normal and normal innovations. Explicit expressions for the marginals, which all have skew normal distributions, and maximum likelihood estimates of model parameters, are given. Numerical results show that these three proposed models may provide reasonable fits to some continuous non-Gaussian longitudinal data sets. Furthermore, we compare the fits of these models to the Treatment A cattle growth data using penalized likelihood criteria, and demonstrate that the AD(2) multivariate skew normal model fits the data best among those proposed models.
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Books on the topic "Skew laplace"

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Mann, Peter. The (Not So?) Basics. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198822370.003.0030.

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This chapter discusses matrices. Matrices appear in many instances across physics, and it is in this chapter that the background necessary for understanding how to use them in calculations is provided. Although matrices can be a little daunting upon first exposure, they are very handy for a lot of classical physics. This chapter reviews the basics of matrices and their operations. It discusses square matrices, adjoint matrices, cofactor matrices and skew-symmetric matrices. The concepts of matrix multiplication, transpose, inverse, diagonal, identity, Pfaffian and determinant are examined. The chapter also discusses the terms Hermitian, symmetric and antisymmetric, as well as the Levi-Civita symbol and Laplace expansion.
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Conference papers on the topic "Skew laplace"

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Vila-Valls, Jordi, Francois Vincent, and Pau Closas. "Decentralized Information Filtering Under Skew-Laplace Noise." In 2019 53rd Asilomar Conference on Signals, Systems, and Computers. IEEE, 2019. http://dx.doi.org/10.1109/ieeeconf44664.2019.9049032.

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Kolybasova, V. V., P. A. Krutitskii, Theodore E. Simos, George Psihoyios, and Ch Tsitouras. "Numerical Treatment of a Skew-Derivative Problem for the Laplace Equation in the Exterior of Open Arcs: One-Point Scheme." In ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010. AIP, 2010. http://dx.doi.org/10.1063/1.3498640.

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Yu, Ke, and David A. Peters. "Net Mass Flow Components in a Three-Dimensional Unsteady Rotor Inflow Model." In ASME 2003 International Mechanical Engineering Congress and Exposition. ASMEDC, 2003. http://dx.doi.org/10.1115/imece2003-42459.

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Potential flow equations are converted to ordinary differential equations by the Galerkin approach in which velocity and pressure potential functions are expanded in terms of closed-form solutions to Laplace’s Equation. The reduced number of generalized coordinates in a Galerkin approach gives advantages in real-time simulations, preliminary design, and dynamic eigenvalue analysis for aeroelasticity. Net mass injection from rotor sources is expected to occur in some situations, but cannot be treated by previous models. It is included in the present formulation. In this paper, frequency response due to pressure distributions corresponding to net mass flow in both axial and skew-angle flight are given. These results are compared with exact solutions obtained by the approach of a convolution integral. A brief analysis is also included with respect to numerical simulations of the Associated Legendre Functions, in which it demonstrates that net mass flow components are extremely sensitive to the recursive process of seeking Associated Legendre Functions.
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Journal articles
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