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

Autores: Reinaldo Boris Arellano-Valle, Hector W. Gómez, Hugo S. Salinas
Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 37, Nº. 1, 2013, págs. 19-28
Idioma: inglés
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Referencias bibliográficas
- Arellano-Valle, R. B., GoÌmez, H. W. and Quintana, F. A. (2004). A new class of skew-normal distributions. Communications in Statistics:...
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- Chiogna, M. (2005). A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution. Statistical...
- Rotnitzky, A., Cox, D. R., Bottai, M. and Robins, J. (2000). Likelihood-based inference with singular information matrix. Bernoulli, 6, 243–284.
- Wolfram Research, Inc., Mathematica, Version 7.0, Champaign, IL (2008).