On testing the skew normal hypothesis

Journal of Statistical Planning and Inference

Volumn 140, Issue 11, 2010, Pages 3148-3159

  Pérez Rodríguez, Paulino ^a   Villaseñor Alva, José A ^a  

^a 56230 Montecillo ^*  (Mexico)

Author keywords

Goodness of fit test; Parametric bootstrap; Sample correlation coefficient; Skew index

Indexed keywords

EID: 77954035439     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.04.013     Document Type: Article

References (24)

1. Arellano-Valle R.B., Gómez H.W., Quintana F.A. A new class of skew normal distributions. Communications in Statistics-Theory and Methods 2003, 33(7):1465-1480.
2. Arnold B.C., Lin G.D. Characterizations of the skew-normal and generalized chi distributions. Sankhȳ 2004, 66:593-606.
3. Azzalini A. A class of distributions which includes the normal ones. Scandinavian Journal of Statistics 1985, 12:171-178.
4. Azzalini A. The skew normal distribution and related multivariate families. Scandinavian Journal of Statistics 2005, 32:159-188.
5. Azzalini, A., 2007. R package sn: the skew-normal and skew-t distributions (version 0.4-4). Università di Padova, Italia.
6. Azzalini A., Capitanio A. Statistical applications of the multivariate skew normal distribution. Journal of the Royal Statistical Society 1999, 61:579-602.
7. Chen J.T., Gupta A.K., Nguyen T.T. The density of the skew normal sample mean and its applications. Journal of Statistical Computation and Simulation 2004, 74:487-494.
8. Genton, M.G. (Ed.), 2004. Skew-elliptical Distributions and Their Applications: A Journey Beyond Normality. Chapman & Hall, CRC, Boca Raton, FL.
9. Gupta A.K., Chen J.T. Goodness-of-fit tests for the skew normal distribution. Communications in Statistics-Simulation and Computation 2001, 30:907-930.
10. Gupta A.K., Nguyen T.T., Sanqui J.A.T. Characterizations of the skew-normal distribution. Annals of the Institute of Statistical Mathematics 2004, 56:351-360.
11. Liseo B., Loperfido N. A note on reference priors for the scalar skew-normal distribution. Journal of Statistical Planning and Inference 2006, 136:373-389.
12. Mateu G., Puig P., Pewsey A. Goodness-of-fit tests for the skew-normal distribution when the parameters are estimated from the data. Communications in Statistics-Theory and Methods 2007, 36:1735-1755.
13. Meintanis S.G. A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function. Journal of Statistical Planning and Inference 2007, 137:2681-2688.
14. Nolan, J.P., 1999. Stable distributions. University Washington, DC.
15. O'Hagan A., Leonard T. Bayes estimation subject to uncertainty about parameters constraints. Biometrika 1976, 63:201-203.
16. Owen D.B. Tables for computing bivariate normal probabilities. Annals of Mathematical Statistics 1956, 27:1075-1090.
17. Pewsey A. Problems of inference for Azzalini's skew-normal distribution. Journal of Applied Statistics 2000, 27:859-870.
18. R Development Core Team, 2007. R: A Language and Environment for Statistical Computing. Vienna, Austria: R Foundation for Statistical Computing. ISBN 3-900051-07-0.
19. Roberts C. A correlation model useful in the study of twins. Journal of the American Statistical Association 1966, 61:1184-1190.
20. Rusell, M.G., González, G., 2002. Análisis de regresión lineal con errores distribuidos normal sesgados. Technical Report I-02-30, Centro de Investigaciones en Matemáticas, A. C.
21. Salvan A. Locally most powerful invariant test for normality. Atti della XXXIII Riunione Scientifica della Società Italiana di Statistica 1986, 3:173-179. (in Italian).
22. Sartori N. Bias prevention of maximum likelihood estimates for scalar skew normal and skew t distributions. Journal of Statistical Planning and Inference 2006, 136:4259-4275.
23. Sen P.K., Singer J.M. Large Sample Methods in Statistics: An Introduction with Applications 1993, Chapman Hall, New York.
24. Young J.C., Minder C.E. An integral useful in calculating non-central t and bivariate normal probabilities. Applied Statistics 1974, 23:455-457.