Estimating the closed skew-normal distribution parameters using weighted moments

DOI10.1016/j.spl.2009.06.004zbMath1171.62333OpenAlexW2021682786WikidataQ116752850 ScholiaQ116752850MaRDI QIDQ731937

Philippe Naveau, Cédric Flecher, Denis Allard

Publication date: 9 October 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.06.004

Mathematics Subject Classification ID

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

Related Items (10)

Rényi entropy and complexity measure for skew-Gaussian distributions and related families ⋮ Kalman filter variants in the closed skew normal setting ⋮ Mixtures of skewed Kalman filters ⋮ Kurtosis removal for data pre-processing ⋮ Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function ⋮ A skewed unscented Kalman filter ⋮ Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data ⋮ BAYESIAN PREDICTION FOR SPATIAL GENERALISED LINEAR MIXED MODELS WITH CLOSED SKEW NORMAL LATENT VARIABLES ⋮ Skew generalized extreme value distribution: Probability-weighted moments estimation and application to block maxima procedure ⋮ Estimation of parameters of the unified skew normal distribution using the method of weighted moments

Uses Software

• sn
• bootstrap

Cites Work

• Additive properties of skew normal random vectors
• Statistical Applications of the Multivariate Skew Normal Distribution
• The Skew-normal Distribution and Related Multivariate Families*
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