The Plausibility Regions for Shape Parameter Under Multivariate Skew-Normal Settings

Ziwei Ma ； Jinlei Hao ； Tonghui Wang

《International Journal of Intelligent Technologies and Applied Statistics》 12卷1期 (2019/03) Pp. 31-47

https://doi.org/10.6148/IJITAS.201903_12(1).0003

摘要

The inference on shape parameters is a challenging issue for the family of skew normal distributions, especially under multivariate skew normal settings. In this paper, the plausibility regions for the shape parameter of multivariate skew normal family are constructed based on inferential models (IMs) and its generalization, and on generalized IMs when location parameters and scale parameters are known. For illustrations of our results, simulation studies are conducted as well.

關鍵字

Multivariate skew-normal distribution ； Plausibility region ； Inferential model ； Shape parameter