On the singularity of multivariate skew-symmetric models

DOI10.1016/J.JMVA.2009.10.008MaRDI QIDQ968495zbMATHOpenAlexFDO

Authors 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

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)

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Cited in

(19)

• Linear transformations to symmetry
• Discussion
• Skew-rotationally-symmetric distributions and related efficient inferential procedures
• Multivariate skew distributions with mode-invariance through the transformation of scale
• A note on the Fisher information matrix for the flexible generalized-skew-normal model
• Bimodality based on the generalized skew-normal distribution
• Maximum likelihood characterization of distributions
• Optimal tests for elliptical symmetry: specified and unspecified location
• Skew-symmetric distributions and Fisher information: the double sin of the skew-normal
• Modeling and Estimation of Dependent Subspaces with Non-radially Symmetric and Skewed Densities
• Probabilistic and inferential aspects of skew-symmetric models. Special issue: ``IV international workshop in honour of Adelchi Azzalini's 60th birthday. Held at the Pontificia Universidad Católica de Chile, Santiago, May 2011. A message from the guest editors
• Multivariate skewing mechanisms: a unified perspective based on the transformation approach
• A derivation of the multivariate singular skew-normal density function
• On the multivariate skew-normal-Cauchy distribution
• Skew-symmetric distributions and Fisher information -- a tale of two densities
• Testing for sub-models of the skew \(t\)-distribution
• Singularity structures and impacts on parameter estimation in finite mixtures of distributions
• On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
• On the information matrix of the multivariate skew-\(t\) model

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