Estimating the closed skew-normal distribution parameters using weighted moments

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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Year of publication:	2009
Authors:	Flecher, C. ; Naveau, P. ; Allard, D.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 19, p. 1977-1984
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005023125