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Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’
International Statistical Review ( IF 2 ) Pub Date : 2020-10-25 , DOI: 10.1111/insr.12424
Irène Gijbels 1 , Rezaul Karim 2 , Anneleen Verhasselt 3
Affiliation  

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.

中文翻译:

对写给《基于分位数的非对称分布族:性质和推论》的编辑的回信

Rubio(2020)指出了Nassiri&Loris(2013)提出的四参数两件式非对称密度族的识别问题。这意味着该家庭的统计推断存在问题。但是,为这个四参数族建立概率性质仍然有意义。对于三参数系列,没有识别问题。吉贝尔斯等人的主要贡献 (2019a)将为基于三参数分位数的非对称分布族的所有成员的最大似然和矩量估计提供渐近结果。
更新日期:2020-11-09
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