Events and Meetings of Italian Statistical Society, Statistics and Demography: the Legacy of Corrado Gini

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Robust Estimation of Skew-normal Parameters with Application to Outlier Labelling
Mario Romanazzi

Last modified: 2015-09-05


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.

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