Robust Estimation of Skew-Normal Parameters with Application to Outlier Labelling
We suggest to estimate the parameters of the skew-normal distribution by the method of moments, modified so as to achieve robustness. A type of trimmed estimator is used, with the trimming fraction depending on a given scaled deviation from the center. An application to outlier labelling is illustrated.
KeywordsTrimmed mean \(\delta \)-trimmed moments Quantile-based estimator Skew-t Boxplot
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