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Title: | Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’ | Authors: | Gijbels, Irene KARIM, Rezaul VERHASSELT, Anneleen |
Issue Date: | 2020 | Publisher: | WILEY | Source: | INTERNATIONAL STATISTICAL REVIEW, 88 (3) , p. 797 -801 | Abstract: | Rubio (2020) points out an identification problem for the four-parameter family of two-piece asymmetric densities introduced by Nassiri & Loris (2013). This implies that statistical inference for that family is problematic. Establishing probabilistic properties for this four-parameter family however still makes sense. For the three-parameter family, there is no identification problem. The main contribution in Gijbels et al. (2019a) is to provide asymptotic results for maximum likelihood and method-of-moments estimators for all members of the three-parameter quantile-based asymmetric family of distributions. | Notes: | Verhasselt, A (corresponding author), Hasselt Univ, Ctr Stat, Data Sci Inst, Agoralaan,Bldg D, B-3590 Diepenbeek, Belgium. irene.gijbels@wis.kuleuven.be |
Other: | Verhasselt, A (corresponding author), Hasselt Univ, Ctr Stat, Data Sci Inst, Agoralaan,Bldg D, B-3590 Diepenbeek, Belgium. irene.gijbels@wis.kuleuven.be | Keywords: | Asymmetric density;Asymmetric density;asymptotics;asymptotics;maximum likelihood estimation;maximum likelihood estimation;method of moments;method of moments;quantiles;quantiles | Document URI: | http://hdl.handle.net/1942/32999 | ISSN: | 0306-7734 | e-ISSN: | 1751-5823 | DOI: | 10.1111/insr.12424 | ISI #: | WOS:000583179200001 | Rights: | 2020 International Statistical Institute. | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2021 |
Appears in Collections: | Research publications |
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File | Description | Size | Format | |
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GijbelsKarimVerhasseltRespLet2020.pdf | Peer-reviewed author version | 204.88 kB | Adobe PDF | View/Open |
insr.12424.pdf Restricted Access | Published version | 82.55 kB | Adobe PDF | View/Open Request a copy |
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