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Communications in Statistics - Theory and Methods Volume 36, 2007 - Issue 9

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INFERENCE

Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data

Glòria Mateu-Figueras Departament d'Informàtica i Matemàtica Aplicada, Universitat de Girona, Girona, SpainCorrespondence[email protected]

Pedro Puig Unitat d'Estadística i Investigació Operativa, Departament de Matemàtiques, Universitat Autònoma de Barcelona, Bellaterra, Spain

Arthur Pewsey Departamento de Matemáticas, Escuela Politécnica, Universidad de Extremadura, Cáceres, Spain

Pages 1735-1755 | Received 09 Nov 2005, Accepted 19 Sep 2006, Published online: 30 Jun 2007

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https://doi.org/10.1080/03610920601126217

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Elizabeth González-Estrada & Waldenia Cosmes. (2019) Shapiro–Wilk test for skew normal distributions based on data transformations. Journal of Statistical Computation and Simulation 89:17, pages 3258-3272.
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Gary van Vuuren & Riaan de Jongh. (2017) A comparison of risk aggregation estimates using copulas and Fleishman distributions. Applied Economics 49:17, pages 1715-1731.
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Taras Bodnar & Arjun K. Gupta. (2015) Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model. The European Journal of Finance 21:13-14, pages 1176-1194.
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S. Cabras & M. E. Castellanos. (2009) Default Bayesian goodness-of-fit tests for the skew-normal model. Journal of Applied Statistics 36:2, pages 223-232.
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Glòria Mateu-Figueras & Vera Pawlowsky-Glahn. (2007) The Skew-Normal Distribution on the Simplex. Communications in Statistics - Theory and Methods 36:9, pages 1787-1802.
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Aurora Monter-Pozos & Elizabeth González-Estrada. (2024) On testing the skew normal distribution by using Shapiro–Wilk test. Journal of Computational and Applied Mathematics 440, pages 115649.
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N. Balakrishnan, A. Capitanio & B. Scarpa. (2014) A test for multivariate skew-normality based on its canonical form. Journal of Multivariate Analysis 128, pages 19-32.
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Marcus C. Christiansen & Nicola Loperfido. (2016) Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution. Journal of Applied Probability 51:2, pages 466-482.
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Marcus C. Christiansen & Nicola Loperfido. (2016) Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution. Journal of Applied Probability 51:02, pages 466-482.
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Wei Ning & Grace Ngunkeng. (2012) An empirical likelihood ratio based goodness-of-fit test for skew normality. Statistical Methods & Applications 22:2, pages 209-226.
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Arjun K. Gupta, Tamas Varga & Taras BodnarArjun K. Gupta, Tamas Varga & Taras Bodnar. 2013. Elliptically Contoured Models in Statistics and Portfolio Theory. Elliptically Contoured Models in Statistics and Portfolio Theory 219 236 .

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SIMOS G. MEINTANIS & ZDENĚK HLÁVKA. (2010) Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions. Scandinavian Journal of Statistics 37:4, pages 701-714.
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Paulino Pérez Rodríguez & José A. Villaseñor Alva. (2010) On testing the skew normal hypothesis. Journal of Statistical Planning and Inference 140:11, pages 3148-3159.
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Nicola Loperfido. (2009) Canonical transformations of skew-normal variates. TEST 19:1, pages 146-165.
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Silvia Bartoletti & Nicola Loperfido. (2009) Modelling air pollution data by the skew-normal distribution. Stochastic Environmental Research and Risk Assessment 24:4, pages 513-517.
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S. G. Meintanis. (2010) Testing skew normality via the moment generating function. Mathematical Methods of Statistics 19:1, pages 64-72.
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Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data

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