Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model
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Publication:452837
DOI10.1007/s10998-012-5259-4zbMath1274.62187MaRDI QIDQ452837
Rolando Cavazos-Cadena, Graciela M. González-Farías
Publication date: 17 September 2012
Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10998-012-5259-4
asymptotic independence; linear dependence restrictions; probability approximations for maximum likelihood estimators; singular information matrix
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62H15: Hypothesis testing in multivariate analysis
62F05: Asymptotic properties of parametric tests
Cites Work
- A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
- Likelihood-based inference with singular information matrix
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
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