Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions
DOI10.1007/S42081-018-0019-1zbMath1430.62222OpenAlexW2891933474WikidataQ129268395 ScholiaQ129268395MaRDI QIDQ2329863
Daisuke Miyamoto, Shuichi Nagata, Chika Saka, Masayuki Jimichi
Publication date: 18 October 2019
Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42081-018-0019-1
exploratory data analysisdata visualizationskew-symmetric distributionsAkaike information criteriadouble-log modelfinancial big dataSparkR
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical aspects of information-theoretic topics (62B10) Statistical aspects of big data and data science (62R07)
Uses Software
Cites Work
- The centred parameterization and related quantities of the skew-\(t\) distribution
- Information criteria and statistical modeling.
- The Skew-Normal and Related Families
- Graphical Data Analysis with R
- Computer Age Statistical Inference
- An Introduction to Statistical Learning
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