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Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data

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  • Cedric Flecher
  • Denis Allard
  • Philippe Naveau

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  • Cedric Flecher & Denis Allard & Philippe Naveau, 2010. "Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 331-345.
    • Handle: RePEc:mtn:ancoec:100308
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    References listed on IDEAS

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    1. Liseo, Brunero & Loperfido, Nicola, 2003. "A Bayesian interpretation of the multivariate skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 61(4), pages 395-401, February.
    2. Flecher, C. & Naveau, P. & Allard, D., 2009. "Estimating the closed skew-normal distribution parameters using weighted moments," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 1977-1984, October.
    3. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2008. "The centred parametrization for the multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1362-1382, August.
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    Cited by:

    1. Raúl Alejandro Morán-Vásquez & Edwin Zarrazola & Daya K. Nagar, 2022. "Some Statistical Aspects of the Truncated Multivariate Skew- t Distribution," Mathematics, MDPI, vol. 10(15), pages 1-14, August.
    2. Christian E. Galarza & Tsung-I Lin & Wan-Lun Wang & Víctor H. Lachos, 2021. "On moments of folded and truncated multivariate Student-t distributions based on recurrence relations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(6), pages 825-850, August.
    3. Galarza, Christian E. & Matos, Larissa A. & Castro, Luis M. & Lachos, Victor H., 2022. "Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    4. Mahdi Salehi & Adelchi Azzalini, 2018. "On application of the univariate Kotz distribution and some of its extensions," METRON, Springer;Sapienza Università di Roma, vol. 76(2), pages 177-201, August.
    5. Eberl, Andreas & Klar, Bernhard, 2020. "Asymptotic distributions and performance of empirical skewness measures," Computational Statistics & Data Analysis, Elsevier, vol. 146(C).
    6. Carolina Costa Mota Paraíba & Carlos Alberto Ribeiro Diniz, 2016. "Randomly Truncated Nonlinear Mixed-Effects Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 21(2), pages 295-313, June.
    7. Contreras-Reyes, Javier E., 2015. "Rényi entropy and complexity measure for skew-gaussian distributions and related families," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 84-91.

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