and 7.41. Considering skewness and kurtosis together the results indicated that only 5.5% of distributions were close to expected values under normality. Although extreme contamination does not seem to be very frequent, the findings are consistent with previous research suggesting that normality is not...
Methodology.Arnau, J., Bono, R., Blanca, M. J., & Bendayan, R. (2012). Using the linear... J Arnau,R Bono,MJ Blanca,... - 《Behavior Research Methods》 被引量: 20发表: 2012年 generating non-normal distributions methods and effects (2013). Skewness and kurtosis in real data ...
options in India.Design/methodology/approachThe paper examines the pricing and hedging performance of five different models, namely, the Black–Scholes–Merton model (BSM), skewness- and kurtosis-adjusted BSM, NGARCH model of Duan, Heston... AP Bhat - 《Journal of Indian Business Research》 被引...
KurtosisSoftwareNonnormality of univariate data has been extensively examined previously (Blanca et al., Methodology: European Journal of Research Methods for the Behavioral and Social Sciences, 9(2), 78-84, 2013; Miceeri, Psychological Bulletin, 105(1), 156, 1989). However, less is known of...
Hedge Funds Portfolio Selection with Higher-order Moments: A Non-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier Summary This chapter proposes a nonparametric methodology to determine the set of Pareto-optimal portfolios in the four-moment space, with an application t... E Jurczenko,BB...
Skewness and Kurtosis in Real Data Samples Parametric statistics are based on the assumption of normality. Recent findings suggest that Type I error and power can be adversely affected when data are... MJ Blanca,J Arnau,D Lopez-Montiel,... - 《Methodology European Journal of Research Methods ...
Research ethics Data collection Hypothesis testing Structured interviews Research bias Hawthorne effect Unconscious bias Recall bias Halo effect Self-serving bias Information biasFrequently asked questions about skewnessWhat is the difference between skewness and kurtosis? What are the three types of skewness...
The majority of existing studies focus mainly on return and volatility spillover, overlooking the interactions in higher distribution moments (Warshaw, 2020). In addition to the ordinary first and second distribution moments, higher-order moments represented by skewness and kurtosis reveal some additional...
Hedge Funds Portfolio Selection with Higher-order Moments: A Non-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier Summary This chapter proposes a nonparametric methodology to determine the set of Pareto-optimal portfolios in the four-moment space, with an application t... E Jurczenko,BB...
A method is developed for using wavenumber spectra of scalar contaminants in a boundary layer dominated by buoyancy-driven convection to estimate the magni... McPhee,Miles G. - 《Journal of Geophysical Research Oceans》 被引量: 15发表: 1998年 The effect of skewness and kurtosis on the Kenward...