On the singularity of multivariate skew-symmetric models (Q968495): Difference between revisions

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On the singularity of multivariate skew-symmetric models
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    On the singularity of multivariate skew-symmetric models (English)
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    5 May 2010
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    Using a colloquial style and awkward notation, the authors first solve the problem of characterizing the symmetric kernels leading to singular Fisher information matrices in the vicinity of symmetry for a class of multivariate skew-symmetric distributions. Then they show that in broad classes of semiparametric skew-symmetric distributions, the only kernels leading, for any sample of size \(n\geq3\) and in the vicinity of symmetry, to a stationary point of the profile log-likelihood function for skewness are the normal ones.
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    skew-normal distribution
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    skewness
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    Fisher information matrix
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    profile log-likelihood function
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