The normal‐normal hierarchical model (NNHM) constitutes a simple and widely used
framework for meta‐analysis. In the common case of only few studies contributing to the …

The Student'st distribution is the most popular model for economic and financial data. In
recent years, many generalizations of the Student'st distribution have been proposed. This …

We model permanent and transitory changes of the predictive density of US GDP growth. A
substantial increase in downside risk to US economic growth emerges over the last 30 …

The characteristic function of the folded normal distribution and its moment function are
derived. The entropy of the folded normal distribution and the Kullback–Leibler from the …

Feature selection is an important preprocessing step for many high-dimensional regression
problems. One of the most common strategies is to select a relevant feature subset based on …

Genomic selection refers to the use of dense, genome-wide markers for the prediction of
breeding values (BV) and subsequent selection of breeding individuals. It has become a …

The probabilistic behavior of the claim severity variable plays a fundamental role in
calculation of deductibles, layers, loss elimination ratios, effects of inflation, and other …

In Bayesian meta‐analysis, the specification of prior probabilities for the between‐study
heterogeneity is commonly required, and is of particular benefit in situations where only few …

The returns on conventional momentum portfolios exhibit a predominantly negative, time-
varying skewness which deepens during the so-called" momentum crashes". This has …

Folded distributions are useful models in statistics. However, not much is known beyond the
folded normal distribution introduced in the 1960s. Here, we introduce several new folded …