Bias-corrected estimators of scalar skew normal

Zhang, GY; Liu, R

Zhang, GY (reprint author), Univ New Mexico, Dept Math & Stat, Albuquerque, NM 87131 USA.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017; 46 (2): 831

Abstract

One problem of skew normal model is the difficulty in estimating the shape parameter, for which the maximum likelihood estimate may be infinite when s......

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