Skew-symmetric distributions and Fisher information -- a tale of two densities
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Abstract: Skew-symmetric densities recently received much attention in the literature, giving rise to increasingly general families of univariate and multivariate skewed densities. Most of those families, however, suffer from the inferential drawback of a potentially singular Fisher information in the vicinity of symmetry. All existing results indicate that Gaussian densities (possibly after restriction to some linear subspace) play a special and somewhat intriguing role in that context. We dispel that widespread opinion by providing a full characterization, in a general multivariate context, of the information singularity phenomenon, highlighting its relation to a possible link between symmetric kernels and skewing functions -- a link that can be interpreted as the mismatch of two densities.
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- Optimal tests for elliptical symmetry: specified and unspecified location
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- An overview on the progeny of the skew-normal family -- a personal perspective
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- Point estimation of the location parameter of a skew-normal distribution: some fixed sample and asymptotic results
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- Skew-rotationally-symmetric distributions and related efficient inferential procedures
- Singularity structures and impacts on parameter estimation in finite mixtures of distributions
- A note on the Fisher information matrix for the flexible generalized-skew-normal model
- On the multivariate skew-normal-Cauchy distribution
- On the independence Jeffreys prior for skew-symmetric models
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- Analysis of antibody data using skew-normal and skew-\(t\) mixture models
- A multivariate skew-normal-Tukey-\(h\) distribution
- Fitting asymmetric bimodal data with selected distributions
- On the singularity of multivariate skew-symmetric models
- Some Computational Aspects of Maximum Likelihood Estimation of the Skew-t Distribution
- On Families of Distributions with Shape Parameters
- Linear transformations to symmetry
- Multivariate skew distributions with mode-invariance through the transformation of scale
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
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