- Autor
- Pihlak Margus (Tallinn University of Technology, Estonia)
- Tytuł
- Modelling of Skewness Measure Distribution
- Źródło
- Statistics in Transition, 2014, vol. 15, nr 1, s. 145-152, bibliogr. 13 poz.
- Słowa kluczowe
- Analiza matematyczna, Aproksymacja, Metody statystyczne, Rachunek prawdopodobieństwa
Mathematical analysis, Approximation, Statistical methods, Calculus of probability - Uwagi
- Materiały z konferencji Multivariate Statistical Analysis 2013, Łódź.
This paper is supported by Estonian Ministry of Education and Science target financed theme No. SF0140011s09.
summ. - Abstrakt
- In this paper the distribution of random variable skewness measure is modelled. Firstly, we present some results of matrix algebra useful in multivariate statistical analyses. Then, we apply the central limit theorem on modelling of skewness measure distribution. Finally, we give an idea for finding the confidence intervals of statistical model residuals' asymmetry measure. (original abstract)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu - Pełny tekst
- Pokaż
- Bibliografia
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- NEUDECKER, H., (1969). Some theorems on matrix differentiations with special reference to Kronecker matrix products. Journal of the American Statistical Association, 64, 953-963.
- PARRING, A-M., (1979). Estimation asymptotic characteristic function of sample (in Russian). Acta et Commetationes Universitatis Tartuensis de Mathematica, 492, 86-90.
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- Cytowane przez
- ISSN
- 1234-7655
- Język
- eng