Cabras, S.; Castellanos, M. E. - In: Journal of Applied Statistics 36 (2009) 2, pp. 223-232
In this paper we propose a series of goodness-of-fit tests for the family of skew-normal models when all parameters are unknown. As the null distributions of the considered test statistics depend only on asymmetry parameter, we used a default and proper prior on skewness parameter leading to the...
