On the information matrix of the multivariate skew-\(t\) model

DOI10.1007/BF03263545zbMath1301.62051OpenAlexW2039214320MaRDI QIDQ478230

Reinaldo B. Arellano-Valle

Publication date: 3 December 2014

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03263545

zbMATH Keywords

Fisher informationkurtosisskewnessmultivariate \(t\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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On the multivariate skew-normal-Cauchy distribution ⋮ Elliptical linear mixed models with a covariate subject to measurement error ⋮ Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions ⋮ Multivariate extended skew-\(t\) distributions and related families ⋮ Testing for sub-models of the skew \(t\)-distribution ⋮ A parametric regression framework for the skew sinh-arcsinh \(t\) distribution ⋮ Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions ⋮ Maximum likelihood estimation of skew-t copulas with its applications to stock returns ⋮ An overview on the progeny of the skew-normal family -- a personal perspective ⋮ Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias

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