Testing for sub-models of the skew t-distribution

DOI10.1007/S10260-017-0387-XMaRDI QIDQ1742840zbMATH OpenOpenAlexFDO

Authors Thomas J. Diciccio, Anna Clara Monti

Publication date 12 April 2018

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-017-0387-x

zbMATH Keywords

asymptotic distributionBartlett correctionlikelihood inferencenormality testskew normal distributionskew \(t\)-distributionnon-standard asymptoticssingular information matrixboundary-value parameterflexible parametric model

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

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Cited in

(4)

• Likelihood procedure for testing changes in skew normal model with applications to stock returns
• scientific article; zbMATH DE number 150386 (Why is no real title available?)
• The \(t\) statistic of the skew elliptical distributions
• Tests for normality in classes of skew-t alternatives

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