QBAsyDist (version 0.1.2)

momAND: Method of moments (MoM) estimation for the quantile-based asymmetric normal distribution.

Description

Parameter estimation in the quantile-based asymmetric normal distribution by using method of moments are discussed in Gijbels et al. (2019a).

Usage

momAND(y, alpha = NULL)

Arguments

y

This is a vector of quantiles.

alpha

This is the index parameter \(\alpha\). If \(\alpha\) is unknown, indicate NULL which is the default option. In this case, the sample skewness will be used to estimate \(\alpha\). If \(\alpha\) is known, then the value of \(\alpha\) has to be specified in the function.

Value

momAND provides the method of moments estimates of the unknown parameters of the distribution.

References

Gijbels, I., Karim, R. and Verhasselt, A. (2019a). On quantile-based asymmetric family of distributions: properties and inference. International Statistical Review, https://doi.org/10.1111/insr.12324.

Examples

# NOT RUN {
# Example
y=rnorm(100)
momAND(y=y,alpha=0.5) # If alpha is known wtih alpha=0.5
momAND(y=y) # If alpha is unknown

# }