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Data in the 21st Century Read chapter Read first chapter

2018 | OriginalPaper | Chapter

Joint Plausibility Regions for Parameters of Skew Normal Family

Authors : Ziwei Ma, Xiaonan Zhu, Tonghui Wang, Kittawit Autchariyapanitkul

Published in: Predictive Econometrics and Big Data

Publisher: Springer International Publishing

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Abstract

The estimation of parameters is a challenge issue for skew normal family. Based on inferential models, the plausibility regions for two parameters of skew normal family are investigated in two cases, when either the scale parameter \(\sigma \) or the shape parameter \(\delta \) is known. For illustration of our results, simulation studies are proceeded.

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previous chapter The Decomposition of Quadratic Forms Under Skew Normal Settings
next chapter On Parameter Change Test for ARMA Models with Martingale Difference Errors
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Metadata
Title
Joint Plausibility Regions for Parameters of Skew Normal Family
Authors
Ziwei Ma
Xiaonan Zhu
Tonghui Wang
Kittawit Autchariyapanitkul
Copyright Year
2018
Book
Predictive Econometrics and Big Data

Print ISBN: 978-3-319-70941-3

Electronic ISBN: 978-3-319-70942-0

Copyright Year: 2018

DOI
https://doi.org/10.1007/978-3-319-70942-0_16

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