On the information matrix of the multivariate skew-\(t\) model

DOI10.1007/BF03263545zbMath1301.62051OpenAlexW2039214320MaRDI QIDQ478230

Reinaldo B. Arellano-Valle

Publication date: 3 December 2014

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03263545

zbMATH Keywords

Fisher informationkurtosisskewnessmultivariate \(t\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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