Estimating the closed skew-normal distributions parameters using weighted moments

C. Flecher , P. Naveau (1, 2) , D. Allard

1 LSCE - Laboratoire des Sciences du Climat et de l'Environnement [Gif-sur-Yvette]
2 ESTIMR - Extrèmes : Statistiques, Impacts et Régionalisation

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.

Mots clés: Physical Sciences

Domaines: Sciences du Vivant [q-bio]; Sciences de l'environnement; Mathématiques [math]; Informatique [cs]

C. Flecher, P. Naveau, D. Allard. Estimating the closed skew-normal distributions parameters using weighted moments. Statistics and Probability Letters, 2009, 79 (19), pp.1977. ⟨10.1016/j.spl.2009.06.004⟩. ⟨hal-00573468⟩