Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data
DOI10.1007/BF03263543zbMATH Open1301.60016OpenAlexW2038035230WikidataQ116752847 ScholiaQ116752847MaRDI QIDQ478227FDOQ478227
Authors: Cédric Flecher, D. Allard, Philippe Naveau 
Publication date: 3 December 2014
Published in: Metron (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf03263543
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inference methodsclassical momentsrelative humiditytruncated skew-normal distributionsweighted moments
Probability distributions: general theory (60E05) Point estimation (62F10) Applications of statistics to environmental and related topics (62P12)
Cites Work
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- A note on reference priors for the scalar skew-normal distribution
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- A Bayesian interpretation of the multivariate skew-normal distribution.
- Improving probability-weighted moment methods for the generalized extreme value distribu\-tion
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- The centred parametrization for the multivariate skew-normal distribution
- Estimating the closed skew-normal distribution parameters using weighted moments
Cited In (14)
- Development of statistical convolutions of truncated normal and truncated skew normal distributions with applications
- On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations
- On application of the univariate Kotz distribution and some of its extensions
- Rényi entropy and complexity measure for skew-Gaussian distributions and related families
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
- Computation of Gaussian orthant probabilities in high dimension
- Asymptotic distributions and performance of empirical skewness measures
- Fixed and distributed gene expression time delays in reaction-diffusion systems
- Randomly truncated nonlinear mixed-effects models
- On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
- Predictive performance of penalized beta regression model for continuous bounded outcomes
- Moments of truncated scale mixtures of skew-normal distributions
- Multivariate tail conditional expectation for scale mixtures of skew-normal distribution
- The Hazard-Product method of generalization: Application to the gompertz and exponentiated Half-Normal distributions
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