Estimating the closed skew-normal distribution parameters using weighted moments

Flecher , Cedric
        INRA
        , Avignon .
         US 1116 Agroclim; Naveau , P.
        . aLaboratoire des Sciences du Climat et de l’Environnement; Allard , Denis
        INRA
        , Avignon .
         UR 0546 Biostatistique et Processus Spatiaux

Estimating the closed skew-normal distribution parameters using weighted moments

2009

Flecher , Cedric (INRA , Avignon (France). US 1116 Agroclim) | Naveau , P. (Centre National de la Recherche Scientifique, Gif-sur-Yvette(France). aLaboratoire des Sciences du Climat et de l’Environnement) | Allard , Denis (INRA , Avignon (France). UR 0546 Biostatistique et Processus Spatiaux)

Skewness is often present in a wide range of applied problems. One possible approach to model this skewness is based on the class of skew-normal distributions. Fitting such distributions remains an inference challenge in various cases. In this paper, we propose and study novel estimators using weighted moments for the closed multivariate skew-normal distribution

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AGROVOC Keywords

probability theory

Bibliographic information

Other Subjects

Multivariate distribution; Distribution statistique; Probabilité; Gaussian distribution; Statistical method; Statistical estimation; Skewness; Mesure asymetrie

Language

English

Type

Journal Article

Source

Statistics and Probability Letters, 79, 1977-1984

In AGRIS since: 2014-06-15

Format: AGRIS AP

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