A Note on the Moments of the Skew-Normal Distribution
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References listed on IDEAS
- Haas Markus, 2010. "Skew-Normal Mixture and Markov-Switching GARCH Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-56, September.
- Bernardi, Mauro, 2013.
"Risk measures for skew normal mixtures,"
Statistics & Probability Letters, Elsevier, vol. 83(8), pages 1819-1824.
- Bernardi, Mauro, 2012. "Risk measures for Skew Normal mixtures," MPRA Paper 39828, University Library of Munich, Germany.
- Monica Chiogna, 1998. "Some results on the scalar Skew-normal distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 7(1), pages 1-13, April.
- Adcock, C.J. & Shutes, K., 2005. "An analysis of skewness and skewness persistence in three emerging markets," Emerging Markets Review, Elsevier, vol. 6(4), pages 396-418, December.
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Cited by:
- Otiniano, C.E.G. & Rathie, P.N. & Ozelim, L.C.S.M., 2015. "On the identifiability of finite mixture of Skew-Normal and Skew-t distributions," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 103-108.
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More about this item
Keywords
Moments; skewness; skew-normal distribution;All these keywords.
JEL classification:
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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