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基于偏正态分布联合位置、尺度与偏度模型的极大似然估计 被引量：13

Maximum Likelihood Estimator for Joint Location,Scale and Skewness Models of the Skew-normal Distribution
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摘要 本文提出了基于偏正态分布联合位置、尺度与偏度模型,通过极大似然迭代算法给出了联合模型参数的估计方法,最后通过随机模拟和实例研究说明了提出的模型与方法的有效性。 In this paper, we propose a joint location, scale and skewness models based on the skew-normal distribution, investigate the maximum likelihood estimator of this model. The proposed procedures perform well in simulation studies and a real data analysis conducted in this paper.
作者 马婷 吴刘仓 黄丽
机构地区 昆明理工大学理学院
出处 《数理统计与管理》 CSSCI 北大核心 2013年第3期433-439,共7页 Journal of Applied Statistics and Management
基金 国家自然科学基金资助项目(11126309 11261025) 云南省自然科学基金资助项目(2009ZC039M 2011FB016 2011FZ044) 昆明理工大学博士科研启动基金资助项目(2009-024)
关键词 偏正态分布 联合位置 尺度与偏度模型 极大似然估计 skew-normal distribution, joint location, scale and skewness models, maximum likelihood estimator
分类号 O212.1 [理学—概率论与数理统计]
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参考文献11

二级参考文献36

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共引文献12

同被引文献44

  • 1方匡南,吴见彬,朱建平,谢邦昌.信贷信息不对称下的信用卡信用风险研究[J].经济研究,2010,45(S1):97-107. 被引量：64
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引证文献13

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数理统计与管理
2013年 第3期

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