On the singularity of multivariate skew-symmetric models

DOI10.1016/j.jmva.2009.10.008zbMath1196.60024OpenAlexW2232361213MaRDI QIDQ968495

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

Fisher information matrixskewnessskew-normal distributionprofile log-likelihood function

Mathematics Subject Classification ID

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

Related Items

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

Uses Software

• sn

Cites Work

• Generalized skew-elliptical distributions and their quadratic forms
• A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
• On Gauss's characterization of the normal distribution
• The centred parametrization for the multivariate skew-normal distribution
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
• Asymptotic methods in statistical decision theory
• The nontruncated marginal of a truncated bivariate normal distribution
• Likelihood-based inference with singular information matrix
• The skew-Cauchy distribution
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• Robust Likelihood Methods Based on the Skew-t and Related Distributions
• Large-Sample Inference for the Epsilon-Skew-t Distribution
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Multivariate skewt-distribution
• Confidence regions when the Fisher information is zero
• Problems of inference for Azzalini's skewnormal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Flexible Class of Skew-Symmetric Distributions
• The Extended Skew-Exponential Power Distribution and Its Derivation
• The Skew-normal Distribution and Related Multivariate Families*
• Inferential Aspects of the Skew Exponential Power Distribution
• A general class of multivariate skew-elliptical distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item