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August 2020 Moments of truncated scale mixtures of skew-normal distributions
Víctor H. Lachos, Aldo M. Garay, Celso R. B. Cabral
Braz. J. Probab. Stat. 34(3): 478-494 (August 2020). DOI: 10.1214/19-BJPS438

Abstract

In this work, we consider the problem of finding the moments of a doubly truncated member of the class of scale mixtures of skew-normal (TSMSN) distributions. We obtain a general result and then use it to derive the moments in the case of doubly truncated versions of skew-normal, skew-t, skew-slash and skew-contaminated normal distributions. Many properties of the TSMSN family are studied, inference procedures are developed and a simulation study is performed to assess the procedures. Two applications are also provided, one of them in the context of censored regression models and another in the field of actuarial sciences.

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Víctor H. Lachos. Aldo M. Garay. Celso R. B. Cabral. "Moments of truncated scale mixtures of skew-normal distributions." Braz. J. Probab. Stat. 34 (3) 478 - 494, August 2020. https://doi.org/10.1214/19-BJPS438

Information

Received: 1 May 2017; Accepted: 1 March 2019; Published: August 2020
First available in Project Euclid: 20 July 2020

zbMATH: 07232909
MathSciNet: MR4124537
Digital Object Identifier: 10.1214/19-BJPS438

Rights: Copyright © 2020 Brazilian Statistical Association

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Vol.34 • No. 3 • August 2020
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