Show simple item record

dc.contributor.authorArellano-Valle, Reinaldo B.
dc.contributor.authorGómez, Héctor W.
dc.contributor.authorSalinas, Hugo S.
dc.date.accessioned2013-09-09T13:08:14Z
dc.date.available2013-09-09T13:08:14Z
dc.date.issued2013
dc.identifier.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.
dc.identifier.issn1696-2281
dc.identifier.urihttp://hdl.handle.net/2099/13758
dc.description.abstractIn 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.extent10 p.
dc.language.isoeng
dc.publisherInstitut d'Estadística de Catalunya
dc.relation.ispartofSORT. 2013, vol. 37, núm. 1
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
dc.subject.lcshDistribution (Probability theory)
dc.subject.otherAsymptotic distribution
dc.subject.otherSkewness
dc.subject.othersingular information matrix
dc.subject.otherKurtosis
dc.subject.othermaximum likelihood estimation
dc.titleA note on the Fisher information matrix for the skew-generalized-normal model
dc.typeArticle
dc.subject.lemacDistribució (Teoria de la probabilitat)
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::62 Statistics::62E Distribution theory
dc.rights.accessOpen Access
local.citation.authorArellano-Valle, Reinaldo B.; Gómez, Héctor W.; Salinas, Hugo S.
local.citation.publicationNameSORT
local.citation.volume37
local.citation.number1
local.citation.startingPage19
local.citation.endingPage28


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record

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