Pages that link to "Item:Q5160285"

The following pages link to Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution (Q5160285):

Displaying 9 items.

• Estimating the closed skew-normal distribution parameters using weighted moments (Q731937) (← links)
• A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution (Q862801) (← links)
• Tail asymptotics for the bivariate skew normal (Q901284) (← links)
• On multivariate skewness and kurtosis (Q2051011) (← links)
• Large sample confidence intervals for the skewness parameter of the skew-normal distribution based on Fisher's transformation (Q3168292) (← links)
• Estimation of a covariance matrix in multivariate skew-normal distribution (Q5077364) (← links)
• Joint distributional expansions of maxima and minima from skew-normal samples (Q5078076) (← links)
• (Q5205508) (← links)
• Asymptotic distribution of sample variance in skew normal-uniform distribution (Q5401995) (← links)