A note on the Fisher information matrix for the skew-generalized-normal model

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Identificador: RP:2392

Handle: https://hdl.handle.net/20.500.11797/RP2392

Autors: Salinas, Hugo S.; Gómez, Héctor W.; Arellano-Valle, Reinaldo B.

Resum:
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.
Altres:

Any de publicació de la revista: 2013
Autor/s de la URV: Salinas, Hugo S., Gómez, Héctor W., Arellano-Valle, Reinaldo B.
Tipus de publicació: info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/article

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