Bias correction for the shape parameter of the skew normal distribution

In: Tatra Mountains Mathematical Publications, vol. 26, no. 2

Olga Dunajeva - Tõnu Kollo - Imbi Traat

Detaily:

Rok, strany: 2003, 281 - 289

O článku:

In the paper the shape parameter α of the multivariate skew normal distribution is estimated by the method of moments and the main term of the bias of the estimator is derived using matrix derivative technique. A stochastic representation of a skew normal distribution which defines a new simpler simulation algorithm is found.

Ako citovať:

ISO 690:

Dunajeva, O., Kollo, T., Traat, I. 2003. Bias correction for the shape parameter of the skew normal distribution. In Tatra Mountains Mathematical Publications, vol. 26, no.2, pp. 281-289. 1210-3195.

APA:

Dunajeva, O., Kollo, T., Traat, I. (2003). Bias correction for the shape parameter of the skew normal distribution. Tatra Mountains Mathematical Publications, 26(2), 281-289. 1210-3195.