The discussion centered on the use of quantile-quantile plots to analyze stock return distributions and their deviations from the normal distribution assumption, primarily during volatile market ...
Abstract: When a dataset from a non-negative random variable contains zero or very small observations, the folded-normal distribution (FND) can be an appropriate model for fitting the data. Such data ...
The evolution of GWAS methods can be divided into three phases: the initial phase of single-marker analysis (Risch and Merikangas, 1996), followed by the emergence of mixed-model-based methods (Zhang ...
ABSTRACT: The structural equation model (SEM) concept is generally influenced by the presence of outliers and controlling variables. To a very large extent, this could have consequential effects on ...
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