Joint modelling of location and scale parameters of the skew-normal distribution

被引：0
|
作者：
Hui-qiong Li
Liu-cang Wu
机构：
[1] Yunnan Unversity,Department of statistics
[2] Kunming University of Science and Technology,Faculty of Science
来源：
Applied Mathematics-A Journal of Chinese Universities | 2014年 / 29卷
关键词：
joint mean and variance models of the normal distribution; joint location and scale models of the skew-normal distribution; maximum likelihood estimators; skew-normal distribution; 62F10; 62H12;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Joint location and scale models of the skew-normal distribution provide useful extension for joint mean and variance models of the normal distribution when the data set under consideration involves asymmetric outcomes. This paper focuses on the maximum likelihood estimation of joint location and scale models of the skew-normal distribution. The proposed procedure can simultaneously estimate parameters in the location model and the scale model. Simulation studies and a real example are used to illustrate the proposed methodologies.
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页码：265 / 272
页数：7
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