scientific article; zbMATH DE number 2172890

MaRDI QIDQ4680290zbMATH OpenFDO

Authors Olga Dunajeva, Tõnu Kollo, Imbi Traat

Publication date 7 June 2005

zbMATH Keywords

bias correctionmatrix derivativemoment generating functionskew normal distributionTaylor expansion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Recommendations

• Bias-corrected estimators of scalar skew normal
• Bias-corrected estimators of scalar skew normal
• An estimation method for the parameters of the skew-normal distribution
• Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
• On bias reduction estimators of skew-normal and skew-\(t\) distributions

Cited in

(7)

• Variations on the classical multivariate normal theme
• Bias-corrected estimators of scalar skew normal
• Bias-corrected maximum likelihood estimation of the parameters of the complex Bingham distribution
• A tabular method for correcting skewness
• A new estimate of skewness with mean-squared error smaller than that of the sample skewness
• An estimation method for the parameters of the skew-normal distribution
• Bias-corrected estimators of scalar skew normal

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