Autor/es de la URV: Salinas, Hugo S. Gómez, Héctor W. Arellano-Valle, Reinaldo B.

Palabras clave: Asymptotic distribution, Kurtosis, maximum likelihood estimation, singular information matrix, Skewness

Resumen: 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.

Año de publicación de la revista: 2013

Tipo de publicación: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article