Skewness and kurtosis of net baryon-number distributions at small values of the baryon chemical potential
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DOI: 10.1103/physrevd.96.074510
Abstract: We present results for the ratios of mean (MB), variance (sigma(2)(B)), skewness (SB) and kurtosis(kappa B) of net baryon-number fluctuations obtained in lattice QCD calculations with physical values of light and strange quark masses. Using… read more here.
Keywords: chemical potential; baryon number; number; net baryon ... See more keywords
The pricing of loan insurance based on the Gram-Charlier option model
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DOI: 10.1108/cfri-10-2017-0210
Abstract: Purpose The purpose of this paper is to develop a loan insurance pricing model allowing for the skewness and kurtosis existing in underlying asset returns. Design/methodology/approach Using the theory of Gram-Charlier option, the authors first… read more here.
Keywords: model; pricing; loan insurance; skewness kurtosis ... See more keywords
Univariate and multivariate skewness and kurtosis for measuring nonnormality: Prevalence, influence and estimation
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DOI: 10.3758/s13428-016-0814-1
Abstract: Nonnormality of univariate data has been extensively examined previously (Blanca et al., Methodology: European Journal of Research Methods for the Behavioral and Social Sciences, 9(2), 78–84, 2013; Miceeri, Psychological Bulletin, 105(1), 156, 1989). However, less… read more here.
Keywords: skewness kurtosis; multivariate; nonnormality; univariate multivariate ... See more keywords