Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution

DOI10.1080/03610918.2018.1489055MaRDI QIDQ5087913zbMATH OpenOpenAlexWikidataFDO

Authors F. Kahrari, Reinaldo B. Arellano-Valle, M. Rezaei

Publication date 4 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2018.1489055

zbMATH Keywords

quasi-likelihoodskewnessbias reductionskew-normal-Cauchy distributionmodified likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• A New Class of Skew-Normal Distributions
• A note on bias reduction of maximum likelihood estimates for the scalar skew t distribution
• Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis
• Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
• Bias reduction in exponential family nonlinear models
• Bias reduction of maximum likelihood estimates
• Bias reduction of maximum likelihood estimates for a modified skew-normal distribution
• Generalized skew-elliptical distributions and their quadratic forms
• Likelihood-based inference with singular information matrix
• Maximum penalized likelihood estimation for skew-normal and skew-t distributions
• On the multivariate skew-normal-Cauchy distribution
• On the skew-normal-Cauchy distribution
• Scale mixtures of skew-normal-Cauchy distributions
• Shape mixtures of multivariate skew-normal distributions
• Skewed distributions generated by the normal kernel.

Cited in

(3)

• Bias-corrected estimators of scalar skew normal
• On the modified skew-normal-Cauchy distribution: properties, inference and applications
• A note on bias reduction of maximum likelihood estimates for the scalar skew t distribution

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