On the singularity of multivariate skew-symmetric models

DOI10.1016/J.JMVA.2009.10.008zbMATH Open1196.60024OpenAlexW2232361213MaRDI QIDQ968495FDOQ968495

Christophe Ley, Davy Paindaveine

Publication date: 5 May 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1854/LU-8515421

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zbMATH Keywords

skewnessFisher information matrixskew-normal distributionprofile log-likelihood function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• The nontruncated marginal of a truncated bivariate normal distribution
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• On Gauss's characterization of the normal distribution
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• Confidence regions when the Fisher information is zero

Cited In (17)

• Optimal tests for elliptical symmetry: specified and unspecified location
• Skew-symmetric distributions and Fisher information: the double sin of the skew-normal
• Discussion
• Multivariate skewing mechanisms: a unified perspective based on the transformation approach
• Testing for sub-models of the skew \(t\)-distribution
• Bimodality based on the generalized skew-normal distribution
• Maximum likelihood characterization of distributions
• Skew-rotationally-symmetric distributions and related efficient inferential procedures
• A note on the Fisher information matrix for the flexible generalized-skew-normal model
• On the multivariate skew-normal-Cauchy distribution
• Skew-symmetric distributions and Fisher information -- a tale of two densities
• On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
• On the information matrix of the multivariate skew-\(t\) model
• Linear transformations to symmetry
• Multivariate skew distributions with mode-invariance through the transformation of scale
• Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions
• Modeling and Estimation of Dependent Subspaces with Non-radially Symmetric and Skewed Densities

Uses Software

• sn

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