Estimating the closed skew-normal distribution parameters using weighted moments

C. Flecher, P. Naveau and D. Allard

Statistics & Probability Letters, 2009, vol. 79, issue 19, 1977-1984

Abstract: 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.

Date: 2009
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