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.