IDEAS home Printed from https://ideas.repec.org/a/mtn/ancoec/100308.html
   My bibliography  Save this article

Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data

Author

Listed:
  • Cedric Flecher
  • Denis Allard
  • Philippe Naveau

Abstract

No abstract is available for this item.

Suggested Citation

  • Cedric Flecher & Denis Allard & Philippe Naveau, 2010. "Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 331-345.
  • Handle: RePEc:mtn:ancoec:100308
    as

    Download full text from publisher

    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2010-3-8.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Liseo, Brunero & Loperfido, Nicola, 2003. "A Bayesian interpretation of the multivariate skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 61(4), pages 395-401, February.
    2. Flecher, C. & Naveau, P. & Allard, D., 2009. "Estimating the closed skew-normal distribution parameters using weighted moments," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 1977-1984, October.
    3. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2008. "The centred parametrization for the multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1362-1382, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Raúl Alejandro Morán-Vásquez & Edwin Zarrazola & Daya K. Nagar, 2022. "Some Statistical Aspects of the Truncated Multivariate Skew- t Distribution," Mathematics, MDPI, vol. 10(15), pages 1-14, August.
    2. Christian E. Galarza & Tsung-I Lin & Wan-Lun Wang & Víctor H. Lachos, 2021. "On moments of folded and truncated multivariate Student-t distributions based on recurrence relations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(6), pages 825-850, August.
    3. Galarza, Christian E. & Matos, Larissa A. & Castro, Luis M. & Lachos, Victor H., 2022. "Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    4. Mahdi Salehi & Adelchi Azzalini, 2018. "On application of the univariate Kotz distribution and some of its extensions," METRON, Springer;Sapienza Università di Roma, vol. 76(2), pages 177-201, August.
    5. Eberl, Andreas & Klar, Bernhard, 2020. "Asymptotic distributions and performance of empirical skewness measures," Computational Statistics & Data Analysis, Elsevier, vol. 146(C).
    6. Carolina Costa Mota Paraíba & Carlos Alberto Ribeiro Diniz, 2016. "Randomly Truncated Nonlinear Mixed-Effects Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 21(2), pages 295-313, June.
    7. Contreras-Reyes, Javier E., 2015. "Rényi entropy and complexity measure for skew-gaussian distributions and related families," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 84-91.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gaygysyz Guljanov & Willi Mutschler & Mark Trede, 2022. "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," CQE Working Papers 10122, Center for Quantitative Economics (CQE), University of Muenster.
    2. Young, Phil D. & Harvill, Jane L. & Young, Dean M., 2016. "A derivation of the multivariate singular skew-normal density function," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 40-45.
    3. Young, Phil D. & Kahle, David J. & Young, Dean M., 2017. "On the independence of singular multivariate skew-normal sub-vectors," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 58-62.
    4. Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    5. Kim, Hyoung-Moon & Ryu, Duchwan & Mallick, Bani K. & Genton, Marc G., 2014. "Mixtures of skewed Kalman filters," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 228-251.
    6. Padilla, Juan L. & Azevedo, Caio L.N. & Lachos, Victor H., 2018. "Multidimensional multiple group IRT models with skew normal latent trait distributions," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 250-268.
    7. Castillo, Nabor O. & Gómez, Héctor W. & Leiva, Víctor & Sanhueza, Antonio, 2011. "On the Fernández-Steel distribution: Inference and application," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2951-2961, November.
    8. Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
    9. Phil D. Young & Joshua D. Patrick & John A. Ramey & Dean M. Young, 2020. "An Alternative Matrix Skew-Normal Random Matrix and Some Properties," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(1), pages 28-49, February.
    10. Reinaldo B. Arellano-Valle & Adelchi Azzalini, 2022. "Some properties of the unified skew-normal distribution," Statistical Papers, Springer, vol. 63(2), pages 461-487, April.
    11. Reinaldo B. Arellano-Valle, 2010. "On the information matrix of the multivariate skew-t model," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 371-386.
    12. Samuel Kotz & Donatella Vicari, 2005. "Survey of developments in the theory of continuous skewed distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 225-261.
    13. Sharon Lee & Geoffrey McLachlan, 2013. "On mixtures of skew normal and skew $$t$$ -distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(3), pages 241-266, September.
    14. Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos, 2015. "Tests for sphericity in multivariate garch models," MPRA Paper 67411, University Library of Munich, Germany.
    15. Rezaie, Javad & Eidsvik, Jo, 2014. "Kalman filter variants in the closed skew normal setting," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 1-14.
    16. Wang, Sheng & Zimmerman, Dale L. & Breheny, Patrick, 2020. "Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
    17. Taras Bodnar & Stepan Mazur & Nestor Parolya, 2019. "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(2), pages 636-660, June.
    18. Raúl Alejandro Morán-Vásquez & Anlly Daniela Giraldo-Melo & Mauricio A. Mazo-Lopera, 2023. "Quantile Estimation Using the Log-Skew-Normal Linear Regression Model with Application to Children’s Weight Data," Mathematics, MDPI, vol. 11(17), pages 1-10, August.
    19. Dante Amengual & Xinyue Bei & Enrique Sentana, 2020. "Hypothesis Tests with a Repeatedly Singular Information Matrix," Working Papers wp2020_2002, CEMFI.
    20. Thomas Graaff, 2020. "On the estimation of spatial stochastic frontier models: an alternative skew-normal approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 267-285, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mtn:ancoec:100308. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Marco Alfo' (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.