Skew-symmetric distributions and Fisher information: the double sin of the skew-normal (Q396013)

The paper displays a refined analysis of the problem of characterizing the Fisher singularities in univariate and multivariate families of skew-symmetric distributions. We thus arrive at the descriptions of simple/double/triple singularity phenomena, and show that there exist no higher-order ones. We deal successively with the simple, double, and triple singularity cases. Illustrative examples are provided for each type of singularity, and the paper concludes with a discussion of Azzalini's centred parametrization [\textit{A. Azzalini}, Scand. J. Stat. 12, No. 2, 171--178 (1985; Zbl 0581.62014)].