On cross-validated estimation of skew normal model

DOI10.1016/J.JSPI.2025.106271MaRDI QIDQ7001630zbMATH OpenFDO

Authors Jian Zhang, Tong Wang

Publication date 4 April 2025

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JSPI.2025.106271

zbMATH Keywords

asymptoticsmaximum penalised likelihood estimatormultifold cross-validationskew normal

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
• Bias reduction of maximum likelihood estimates
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• Information criteria and cross validation for Bayesian inference in regular and singular cases
• Maximum likelihood estimation for multivariate skew normal mixture models
• Maximum penalized likelihood estimation for skew-normal and skew-t distributions
• Skew-symmetric distributions and Fisher information -- a tale of two densities
• Small domain estimation of business statistics by using multivariate skew normal models
• Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The skew-normal and related families. With the collaboration of Antonella Capitanio.

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