Skew-symmetric distributions and Fisher information -- a tale of two densities

DOI10.3150/12-BEJ346zbMath1243.62068arXiv1207.0282OpenAlexW2158150892MaRDI QIDQ442072

Christophe Ley, Marc Hallin

Publication date: 9 August 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.0282

zbMATH Keywords

symmetric kernelskew-normal distributionssingular Fisher informationskewing function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundational topics in statistics (62A99)

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Uses Software

• sn

Cites Work

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