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

DOI10.1007/S10998-012-5259-4zbMATH Open1274.62187OpenAlexW2065913869MaRDI QIDQ452837FDOQ452837

Authors Rolando Cavazos-Cadena, Graciela 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) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
• Existence and consistency of maximum likelihood estimators for the scalar location-scale skew-normal model
• Likelihood-based inference with singular information matrix
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution

Cited in

(2)

• Likelihood based estimation for the skew-normal distribution: a case study in optimisation
• A note on the likelihood and moments of the skew-normal distribution

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