Estimating the closed skew-normal distribution parameters using weighted moments

Statistics and Probability Letters

Volumn 79, Issue 19, 2009, Pages 1977-1984

  Flecher, C ^a,b   Naveau, P ^a   Allard, D ^c  

^a CNRS   (France)

^b French National Institute for Agricultural Research   (France)

^c INRA   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 69449101099     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2009.06.004     Document Type: Article

References (9)

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5. In: Genton M.G. (Ed). Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality (2004), Chapman & Hall/CRC, Boca Raton, FL
6. González-Farías G., Domínguez-Molina J., and Gupta A. Additive properties of skew normal random vectors. Journal of Statistical Planning and Inference 126 (2004) 521-534
7. Hosking J.R.M., Wallis J.R., and Wood E.F. Estimation of the generalized extreme-value distribution by the method of probability-weighted moments. Technometrics 27 (1985) 251-261
8. Martinez E.H., Varela H., Gomez H.W., and Bolfarine H. A note on the likelihood and moments of the skew normal distribution. SORT 32 1 (2008) 57-66
9. Pewsey, A., González-Farías, G., 2007. Special issue preface. Communications in Statistics-Theory and Methods, in: Special Issue on Skew-elliptical Distributions and their Application. 36, 9