Browsing by Subject "Normality"
Now showing items 1-3 of 3
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The influence of higher moments and non-normality on the sharpe ratio: a South African perspective
(Clute Institute, 2015)Although the general assumption is that daily and monthly return data are normally distributed (Aparicio & Estrada, 2001), the correct statistical distribution of returns must first be established (Linden, 2001), as it ... -
A semi-parametric method for transforming data to normality
(Springer, 2008)A non-parametric transformation function is introduced to transform data to any continuous distribution. When transformation of data to normality is desired, the use of a suitable parametric pre-transformation function ... -
Transformation Kernel density estimation with applications
(Taylor & Francis, 2008)One of the main objectives of this article is to derive efficient nonparametric estimators for an unknown density fX. It is well known that the ordinary kernel density estimator has, despite several good properties, some ...