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Estimating the closed skew-normal distribution parameters using weighted moments

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Author Info
Flecher, C.
Naveau, P.
Allard, D.
Abstract

Skewness is often present in a wide range of applied problems. One possible approach to model this skewness is based on the class of skew-normal distributions. Fitting such distributions remains an inference challenge in various cases. In this paper, we propose and study novel estimators using weighted moments for the closed multivariate skew-normal distribution.

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Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 79 (2009)
Issue (Month): 19 (October)
Pages: 1977-1984
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Handle: RePEc:eee:stapro:v:79:y:2009:i:19:p:1977-1984

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This page was last updated on 2009-12-3.

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