Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions

DOI10.1198/016214505000000079zbMATH Open1117.62394OpenAlexW2048996559MaRDI QIDQ5754871FDOQ5754871

Authors: Yanyuan Ma, Marc G. Genton, Anastasios A. Tsiatis 

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214505000000079

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Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (27)

• Modeling skew-symmetric distributions using B-spline and penalties
• An overview on the progeny of the skew-normal family -- a personal perspective
• A class of weighted multivariate normal distributions and its properties
• Extreme Value Distributions for the Skew-Symmetric Family of Distributions
• Semiparametric Inference and Lower Bounds for Real Elliptically Symmetric Distributions
• The efficiency of the second-order nonlinear least squares estimator and its extension
• Robust Likelihood Methods Based on the Skew-t and Related Distributions
• Bayesian Regression Analysis of Skewed Tensor Responses
• A semiparametric efficient estimator in case-control studies
• Constrained local likelihood estimators for semiparametric skew-normal distributions
• A class of weighted multivariate distributions related to doubly truncated multivariate \(t\)-distribution
• Efficient estimation in sufficient dimension reduction
• Testing for the symmetric component in skew distributions
• Invariance-based estimating equations for skew-symmetric distributions
• A class of weighted normal distributions and its variants useful for inequality constrained analysis
• Testing a multivariate distribution for generalized skew ellipticity
• A class of flexible weighted distributions for modelling and analyzing non-normal data
• A class of rectangle-screened multivariate normal distributions and its applications
• On bilateral selection \(t\) model and its application to inequality constrained problems
• A unified view on skewed distributions arising from selections
• Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias
• Variance estimation in the analysis of microarray data
• Nonparametric estimation for big-but-biased data
• On Families of Distributions with Shape Parameters
• Semiparametric location estimation under non-random sampling
• Density deconvolution for generalized skew-symmetric distributions
• Characteristic function-based semiparametric inference for skew-symmetric models

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