An appropriate empirical version of skew-normal density

作者：Abtahi A; Towhidi M^*; Behboodian J

来源：Statistical Papers, 2011, 52(2): 469-489.

DOI：10.1007/s00362-009-0244-6

• Skewed-distribution
• Skew-normal
• Beta-normal density
• Inverse scale factors density
• Kernel estimation
• Kolmogorov-Smirnov statistic

In this paper, we consider a constructive representation of skewed distributions, which proposed by Ferreira and Steel (J Am Stat Assoc 101:823-829, 2006), and its basic properties is presented. We study the five versions of skew- normal distributions in this general setting. An appropriate empirical model for a skewed distribution is introduced. In data analysis, we compare this empirical model with the other four versions of skew-normal distributions, via some reasonable criteria. It is shown that the proposed empirical model has a better fit for density estimation.

• 出版日期2011-5