1,721,058 research outputs found
The Kumaraswamy skew-normal distribution
Full text linkWe propose a new generalization of the skew-normal distribution (Azzalini, 1985) referred to as the Kumaraswamy skew-normal. The new distribution is computationally more tractable than the Beta skew-normal distribution (Mameli and Musio, 2013) with which it shares some properties
Prediction intervals based on multiplicative model combinations
No full textThe aim of this paper is to define prediction intervals based on multiplicative combination of
elementary density functions as an useful surrogate of the true unknown predictive model for the interest
random phenomenon. The specification of the weights associated to the individual density forecasts is
performed by considering the continuous ranked probability score (CRPS) and its
weighted extensions. A simple simulation study shows that, using a suitable weighted version of the CRPS,
the estimated combined model provides prediction intervals having a coverage probability closed to the target
nominal value
A generalization of the skew-normal distribution: the beta skew-normal
No full textWe consider a new generalization of the skew-normal distribution introduced by
Azzalini (1985). We denote this distribution Beta skew-normal (BSN) since it is a
special case of the Beta generated distribution (Jones (2004)). Some properties of
the BSN are studied. We pay attention to some generalizations of the skew-normal
distribution (Bahrami et al. (2009), Shara and Behboodian (2008), Yadegari et al.
(2008)) and to their relations with the BSN
Likelihood Asymptotics in Nonregular Settings: A Review with Emphasis on the Likelihood Ratio
No full textThis paper reviews the most common situations in which the regularity conditions that underlie classical likelihood-based parametric inference fail, focusing on the large-sample properties of the likelihood ratio statistic. We identify three main classes of problems: boundary problems, indeterminate parameter problems—which include nonidentifiable parameters and singular information matrices—and change-point problems. We emphasise analytical solutions, consider software implementations where available, and summarise how the key results are derived
Modern likelihood inference for the parameter of skewness: an application to monozygotic twin studies
Full text linkWe consider the use of modern likelihood asymptotics in the construction of confidence intervals for the parameter which determines the skewness of the distribution of the maximum/minimumof an exchangeable bivariate normal randomvector. This distribution represents the reference model for assessing the degree of concordance of a continuos mono-zygotic twin trait when interest focuses on the pairwise maximum or minimum. Simulation studies were conducted to investigate the accuracy of the proposed method and to compare it to available alternatives. Accuracy is evaluated in terms of both coverage probability and expected length of the interval. We, furthermore, illustrate the suitability of our method by re-analyzing the data from a study which compares different measurements taken on the brains of mono-zygotic twins
Preliminary archaeometric study of menhir statues from Allai (central Sardinia, Italy): source provenance and technological properties
No full textIn the 1990s a number of anthropomorphic sculptures (“menhir statues”) of ignimbritic rock, were found into the walls of the Nuragic tower of Arasseda-Allai (Sardinia, Italy). They had probably belonged to a nearby Aeneolithic sanctuary (III millennium BC) and they
were reused as a building material by the Nuragics during the II millennium BC. Some of these megaliths have been removed
from the protohistoric site and are now exposed at the Archaeological Museum of Laconi. Also an ancient quarry of volcanic blocks, which was probably used in the Prehistoric Age, has been discovered in the same area where the Nuraghe and the sculptures had been found. An autoptic and instrumental multi-technique approach has been carried out on 10 geological samples collected from the local volcanic stone of the Monte Ironi geological unit. On the geological material (two samples from Arasseda quarry and eight from other points of the outcrop) we have used a macroscopic survey and chemical analytical techniques such as ED-XRF by conventional and non-destructive approaches both, ICP-OES, and ICP-MS. This study has allowed us to determine the geochemical intra-source variability of the lithic raw material. Furthermore, the mineralogical investigation by X Ray Diffraction and the ICP data on geological samples have led to a definition of some technological properties of local geo-source. After testing the uniformity between the results of all geochemical techniques, on three sculpturesfrom Arasseda, according to conservative requirements we have achieved only non-destructive fluorescence measurements and autoptic observations. Through the comparison between artifacts and lithological outcrop’s analytical data, we have been able to define the source of origin of the raw materials employed for the Prehistoric megaliths and to establish spatial relationships between the stone sources and the sites where the sculptures had been found
Higher-order asymptotics for scoring rules
Full text linkIn this paper we discuss higher-order asymptotic expansions for proper scoring rules gen- eralizing results for likelihood quantities, but meanwhile bring in the difficulty caused by the failure of the information identity. In particular, we derive higher-order approxima- tions to the distribution of the scoring rule estimator, of the scoring rule ratio test statistic and, for a scalar parameter of interest, of the signed scoring rule root statistic. From these expansions, a modified signed scoring rule root statistic is proposed. Examples are given illustrating the accuracy of the modified signed scoring rule root statistic with respect to first-order methods
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