On the Fernández-Steel distribution: inference and application

DOI10.1016/J.CSDA.2011.04.023MaRDI QIDQ2275647zbMATH OpenOpenAlexFDO

Authors Nabor O. Castillo, Héctor W. Gómez, Víctor Leiva, Antonio I. Sanhueza

Publication date 9 August 2011

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.04.023

zbMATH Keywords

asymmetrydata analysisinformation matrixMonte Carlo simulationnumerical optimizationR computer languageskewed distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Estimation in multivariate analysis (62H12)

Recommendations

• Generalized skew-normal models: properties and inference
• A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
• Skew-normal alpha-power model
• Problems of inference for Azzalini's skewnormal distribution
• scientific article; zbMATH DE number 5762981

Cites work

• A Limited Memory Algorithm for Bound Constrained Optimization
• A New Class of Skew-Normal Distributions
• A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Estimation of extreme percentiles in Birnbaum-Saunders distributions
• Generalized skew-normal models: properties and inference
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3980216 (Why is no real title available?)
• scientific article; zbMATH DE number 4058622 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 2174552 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• scientific article; zbMATH DE number 777587 (Why is no real title available?)
• Influence diagnostics in log-Birnbaum-Saunders regression models with censored data
• On Bayesian Modeling of Fat Tails and Skewness
• Problems of inference for Azzalini's skewnormal distribution
• RELIABILITY STUDIES OF THE SKEW-NORMAL DISTRIBUTION AND ITS APPLICATION TO A STRENGTH-STRESS MODEL
• The centred parametrization for the multivariate skew-normal distribution
• The Skew-normal Distribution and Related Multivariate Families*

Cited in

(3)

• A note on the Fisher information matrix for the flexible generalized-skew-normal model
• A generalized class of skew distributions and associated robust quantile regression models
• Methods for generating families of univariate continuous distributions in the recent decades

Describes a project that uses

Uses Software

• R
• LBFGS-B
• sn

This page was built for publication: On the Fernández-Steel distribution: inference and application

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2275647)