搜索结果: 1-11 共查到“Skewness”相关记录11条 . 查询时间(0.078 秒)
Extract Profile of Urbanized Area in Beijing Assisted by Skewness
Remote Sensing Urban Extraction Texture DEM Land use
2015/12/9
In Beijing, some crop field is similar to urbanized area in spectral space of ETM+ image, and this is an obstacle to extract urbanized area of Beijing from ETM+ image. Furthermore, classical texture s...
Multi-objective mean-variance-skewness model
Electricity markets Generation portfolio management
2014/11/27
This paper proposes an approach for generation portfolio allocation based on mean–variance–skewness (MVS) model which is an extension of the classical mean–variance (MV) portfolio theory, to deal with...
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
exponential weighted moving average time -varying higher moments Cornish-Fisher expansion Gram -Charlier density risk management Value-at -Risk
2012/9/14
This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that joint...
An analytical formulation for the fatigue damage skewness relating to a narrowband process
Fatigue damage Uncertainty Skewness Narrowband process Linear oscillator
2012/4/26
In spectral fatigue analysis, the expected fatigue damage is customarily used to ascertain the design fatigue life. The uncertainty of the damage induced by the underlying stochastic process is typica...
Skewness of maximum likelihood estimators in dispersion models
dispersion models nonlinear models skewness maximum likelihood
2010/3/9
We introduce the dispersion models with a regression structure to extend the
generalized linear models, the exponential family nonlinear models (Cordeiro and
Paula, 1989) and the proper dispersion m...
Upper bounds for the expected Jefferson rounding under mean-variance-skewness conditions
Gain of rounding JeEerson rounding geometric moment theory four-dimensional geometry
2009/9/22
For the class of nonnegative random variables with
given mean, variance, and skewness and support bound, we present
a sharp upper bound for the expectation of rounding due to the Jefferson
rule. Th...
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models
Maximum Likelihood Estimator One-Parameter Exponential Family Models
2009/9/18
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models。
Bayesian Inference for the Skewness Parameter of the Scalar Skew-Normal Distribution
Bayesian Inference the Skewness Parameter Skew-Normal Distribution
2009/9/17
Bayesian Inference for the Skewness Parameter of the Scalar Skew-Normal Distribution。
基于Skewness 纹理的北京城市化区域提取
ETM+ 遥感 纹理 建成区
2009/6/16
北京地区部分农作物和城市化区域的光谱属性接近，仅仅利用光谱信息无法有效地提取北京的城市化区域。提出了利用
Skewness 纹理区分农作物和城市化区域，结合光谱和高程信息可以有效提取城市化区域。经过大量的样本检验表明，引入Skewness 特征能够大幅度提高分类精度。
Sunlight reflected from a wind-roughened sea surface produces a glitter pattern in which the region of maximum intensity tends to be shifted horizontally by an apparent angle Δ, depending on the wind ...
Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
Crashes Trading volume Skewness
2014/3/18
We develop a series of cross-sectional regression specifications to forecast skewness in the daily returns of individual stocks. Negative skewness is most pronounced in stocks that have experien...