Skip to main content
SpringerLink
Log in
SpringerLink
Log in

Robust Estimation of Skew-Normal Parameters with Application to Outlier Labelling

  • Conference paper
  • First Online:
Theoretical and Applied Statistics (SIS 2015)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 274))

Included in the following conference series:

  • 748 Accesses

Abstract

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.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Arellano-Valle, R.B., Azzalini, A.: The centred parameterization and related quantities of the skew- t distribution. J. Multivar. Anal. 113, 73–90 (2013)

    Article  MathSciNet  Google Scholar 

  2. Azzalini A (2014) The skew-normal and skew-t distributions. R package version 1.1-1

    Google Scholar 

  3. Davies, L., Gather, U.: The identification of multiple outliers. J. Am. Stat. Assoc. 88, 782–792 (1993)

    Article  MathSciNet  Google Scholar 

  4. Hinkley, D.V.: On power transformations to symmetry. Biometrika 62, 101–111 (1975)

    Article  MathSciNet  Google Scholar 

  5. Moors, J.J.A.: A quantile alternative for kurtosis. The Statistician 37, 25–32 (1988)

    Article  Google Scholar 

  6. Serfling, R.: Approximation Theorems of Mathematical Statistics. Wiley, New York (1980)

    Book  Google Scholar 

  7. Sim, C.H., Gan, F.F., Chang, T.C.: Outlier labeling with boxplot procedures. J. Am. Stat. Assoc. 100, 642–652 (2005)

    Article  MathSciNet  Google Scholar 

  8. Wu, M., Zuo, Y.: Trimmed and winsorized means based on a scaled deviation. J. Stat. Plan. Inference 139, 350–365 (2009)

    Article  MathSciNet  Google Scholar 

  9. Zuo, Y.: Multidimensional trimming based on projection depth. Ann. Stat. 34, 2211–2251 (2006)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Environment, Informatics and Statistics, Ca’ Foscari University, Venice, Italy

    Mario Romanazzi

Authors
  1. Mario Romanazzi
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Mario Romanazzi .

Editor information

Editors and Affiliations

  1. Department of Economics, University of Foggia, Foggia, Italy

    Corrado Crocetta

Rights and permissions

Reprints and permissions

Copyright information

© 2019 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Romanazzi, M. (2019). Robust Estimation of Skew-Normal Parameters with Application to Outlier Labelling. In: Crocetta, C. (eds) Theoretical and Applied Statistics. SIS 2015. Springer Proceedings in Mathematics & Statistics, vol 274. Springer, Cham. https://doi.org/10.1007/978-3-030-05420-5_3

Download citation

Publish with us

Policies and ethics

Search

Navigation