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A note on the Fisher information matrix for the skew-generalized-normal model
dc.contributor.author | Arellano-Valle, Reinaldo B. |
dc.contributor.author | Gómez, Héctor W. |
dc.contributor.author | Salinas, Hugo S. |
dc.date.accessioned | 2013-09-09T13:08:14Z |
dc.date.available | 2013-09-09T13:08:14Z |
dc.date.issued | 2013 |
dc.identifier.citation | Arellano-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. |
dc.identifier.issn | 1696-2281 |
dc.identifier.uri | http://hdl.handle.net/2099/13758 |
dc.description.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. |
dc.format.extent | 10 p. |
dc.language.iso | eng |
dc.publisher | Institut d'Estadística de Catalunya |
dc.relation.ispartof | SORT. 2013, vol. 37, núm. 1 |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
dc.subject.lcsh | Distribution (Probability theory) |
dc.subject.other | Asymptotic distribution |
dc.subject.other | Skewness |
dc.subject.other | singular information matrix |
dc.subject.other | Kurtosis |
dc.subject.other | maximum likelihood estimation |
dc.title | A note on the Fisher information matrix for the skew-generalized-normal model |
dc.type | Article |
dc.subject.lemac | Distribució (Teoria de la probabilitat) |
dc.description.peerreviewed | Peer Reviewed |
dc.subject.ams | Classificació AMS::62 Statistics::62E Distribution theory |
dc.rights.access | Open Access |
local.citation.author | Arellano-Valle, Reinaldo B.; Gómez, Héctor W.; Salinas, Hugo S. |
local.citation.publicationName | SORT |
local.citation.volume | 37 |
local.citation.number | 1 |
local.citation.startingPage | 19 |
local.citation.endingPage | 28 |