supported by the National Natural Science Foundation of China(12131015,12071422).
Fermat’s Last Theorem is a famous theorem in number theory which is difficult to prove.However,it is known that the version of polynomials with one variable of Fermat’s Last Theorem over C can be proved very concisely...
the National Natural Science Foundation of China(11571310,71371168).
This paper performs several empirical exercises to provide evidence that the stochas-tic skew behavior and asymmetric jumps exist in VIX markets.In order to adequately capture all of the features,we develop a general ...
Supported by Zhejiang Provincial Philosophy and Social Science Planning Zhijiang Youth Project of China(Grant No.16ZJQN017YB);Ministry of Education of China,Humanities and Social Science Projects(Grant No.19YJA910006);Zhejiang Provincial Natural Science Foundation of China(Grant No.LY20A010019);Fundamental Research Funds for the Provincial Universities of Zhejiang(Grant No.GK199900299012-204);Zhejiang Provincial Statistical Science Research Base Project of China(Grant No.19TJJD08)
In this paper,several properties of one-way classification model with skew-normal random effects are obtained,such as moment generating function,density function and noncentral skew chi-square distribution,etc.Based o...
Supported by the National Natural Science Foundation of China(11261025,11561075);the Natural Science Foundation of Yunnan Province(2016FB005);the Program for Middle-aged Backbone Teacher,Yunnan University
Normal mixture regression models are one of the most important statistical data analysis tools in a heterogeneous population. When the data set under consideration involves asymmetric outcomes, in the last two decades...
In this papert we give a method to construct multivqriate wavelets for skewsymmetric scaling function. Such wavelets have some desirable properties, e,g.t they are real-valued and orthogonal if the scaling function is...