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Robust Estimation of Heckman Model Read chapter Read first chapter

2017 | OriginalPaper | Chapter

Plausibility Regions on the Skewness Parameter of Skew Normal Distributions Based on Inferential Models

Authors : Xiaonan Zhu, Ziwei Ma, Tonghui Wang, Teerawut Teetranont

Published in: Robustness in Econometrics

Publisher: Springer International Publishing

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Abstract

Inferential models (IMs) are new methods of statistical inference. They have several advantages: (1) They are free of prior distributions; (2) They rely on data. In this paper, \(100(1-\alpha )\%\) plausibility regions of the skewness parameter of skew-normal distributions are constructed by using IMs, which are the counterparts of classical confidence intervals in IMs.

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previous chapter Constructions of Multivariate Copulas
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Appendix
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Metadata
Title
Plausibility Regions on the Skewness Parameter of Skew Normal Distributions Based on Inferential Models
Authors
Xiaonan Zhu
Ziwei Ma
Tonghui Wang
Teerawut Teetranont
Copyright Year
2017
Book
Robustness in Econometrics

Print ISBN: 978-3-319-50741-5

Electronic ISBN: 978-3-319-50742-2

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-50742-2_16

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