Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model

DOI10.1007/s10998-012-5259-4zbMath1274.62187OpenAlexW2065913869MaRDI 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

zbMATH Keywords

asymptotic independencelinear dependence restrictionsprobability approximations for maximum likelihood estimatorssingular information matrix

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

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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