Large-Sample Inference for the Epsilon-Skew-t Distribution

DOI10.1080/03610920600966514zbMath1109.62017OpenAlexW2092383034MaRDI QIDQ3435960

Héctor W. Gómez, Heleno Bolfarine, Francisco J. Torres

Publication date: 8 May 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600966514

zbMATH Keywords

information matrixkurtosismaximum likelihoodskewness

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)

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