Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution

DOI10.1080/03610926.2017.1361985MaRDI QIDQ5160285zbMATH OpenOpenAlexFDO

Authors Tõnu Kollo, Meelis Käärik, Anne Selart

Publication date 28 October 2021

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1361985

zbMATH Keywords

multivariate momentsmultivariate skewnessskew-normal distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cited in

(12)

• On multivariate skewness and kurtosis
• Effect of parameters of skew normal-normal model on asymptotic distribution of sample variance
• Large sample confidence intervals for the skewness parameter of the skew-normal distribution based on Fisher's transformation
• Estimation of a covariance matrix in multivariate skew-normal distribution
• Joint distributional expansions of maxima and minima from skew-normal samples
• Asymptotic distribution of coefficients of skewness and kurtosis
• scientific article; zbMATH DE number 7142725 (Why is no real title available?)
• Estimation of the parameters in center-similar distributions
• Asymptotic distribution of sample variance in skew normal-uniform distribution
• Estimating the closed skew-normal distribution parameters using weighted moments
• A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
• Tail asymptotics for the bivariate skew normal

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