Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution
2018
ABSTRACTIn this paper, asymptotic normality is established for the parameters of the multivariate skew-normal distribution under two parametrizations. Also, an analytic expression and an asymptotic normal law are derived for the skewness vector of the skew-normal distribution. The estimates are derived using the method of moments. Convergence to the asymptotic distributions is examined both computationally and in a simulation experiment.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
17
References
3
Citations
NaN
KQI