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Leptokurtic distributions can be generated by applying certainnon-linear transformations to a standard normal random variable. Withinthis work we derive general conditions for these transformations which guaranteethat the generated distributions are ordered with respect to the partialordering of...
Persistent link: https://www.econbiz.de/10005857558
Using the Gaussian distribution as statistical model for data sets is widely spread, especiallyin practice. However, departure from normality seems to be more the rule than theexception. The H-distributions, introduced by Tukey (1960, 1977), are generated by a singletransformation...
Persistent link: https://www.econbiz.de/10005857560
We analyse an empirical case study of an inter-organizational information system (IOIS) in theAustralian pharmaceutical distribution industry, using a theoretical data coding approach, toprovide a concise grounded account of changes in the material, normative and ideationalstructures within the...
Persistent link: https://www.econbiz.de/10008836933
Parallel programming of MIMD machines with distributed memory is typically based on standardmessage passing libraries such as MPI [1], which leads to platform independent and efficientsoftware. However, the programming level is rather low, and the development of a parallel applicationcan be a...
Persistent link: https://www.econbiz.de/10005868218
Persistent link: https://www.econbiz.de/10003758662
Many software reliability growth models assume that the time to next failure may be infinite; i.e., there is a chance that no failure will occur at all. For most software products this is too good to be true even after the testing phase. Moreover, if a non-zero probability is assigned to an...
Persistent link: https://www.econbiz.de/10005857550
problematic than kurtosis, it has no additional effect for any of the endogenous break tests we analyze. Concerning overall …
Persistent link: https://www.econbiz.de/10010288480
While much of classical statistical analysis is based on Gaussian distributional assumptions, statistical modeling with the Laplace distribution has gained importance in many applied fields. This phenomenon is rooted in the fact that, like the Gaussian, the Laplace distribution has many...
Persistent link: https://www.econbiz.de/10010298301
Most research on the performance and risk of hedge funds are based on calculations that just use the data from one index provider. Also most product providers and even more and more investors are using hedge fund indices for benchmarking purposes. As some academic articles pointed out, the world...
Persistent link: https://www.econbiz.de/10010298915
generalize the notion of GARCH processes in an information-theoretic sense and are able to capture skewness and kurtosis better …
Persistent link: https://www.econbiz.de/10010299757