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13.342 Articles in journals published by the UPC
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A note on the Fisher information matrix for the skew-generalized-normal model

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Arellano-Valle, Reinaldo B.
Gómez, Héctor W.
Salinas, Hugo S.
Document typeArticle
Defense date2013
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 3.0 Spain
Except where otherwise noted, content on this work is licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 3.0 Spain
Abstract
In this paper, the exact form of the Fisher information matrix for the skew-generalized normal (SGN) distribution is determined. The existence of singularity problems of this matrix for the skew-normal and normal particular cases is investigated. Special attention is given to the asymptotic properties of the MLEs under the skew-normality hypothesis.
CitationArellano-Valle, Reinaldo B.; Gómez, Héctor W.; Salinas, Hugo S. A note on the Fisher information matrix for the skew-generalized-normal model. "SORT", vol. 37, núm. 1, p. 19-28. 
URIhttp://hdl.handle.net/2099/13758
ISSN1696-2281
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