Invariance-based estimating equations for skew-symmetric distributions

DOI10.1007/BF03263540zbMath1301.62032OpenAlexW1987690142MaRDI QIDQ478218

Marc G. Genton, Bruno Scarpa, Adelchi Azzalini

Publication date: 3 December 2014

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03263540

zbMATH Keywords

asymmetrysemiparametricgeneralized skew-normal distributiondistributional invarianceroot selection

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items

Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function, Bootstrap approaches for homogeneous test of location parameters under skew-normal settings, Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function, Density deconvolution for generalized skew-symmetric distributions, A test for multivariate skew-normality based on its canonical form, An overview on the progeny of the skew-normal family -- a personal perspective, Testing for the symmetric component in skew distributions, Characteristic Function-based Semiparametric Inference for Skew-symmetric Models, Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias

Uses Software

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