Estimating the closed skew-normal distributions parameters using weighted moments
Résumé
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.
Origine : Fichiers produits par l'(les) auteur(s)
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