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Information matrix for generalized skew - normal distributions.

  • Gómez, Héctor W. [1] ; Salinas, Hugo S. [2]
    1. [1] Universidad de Antofagasta

      Universidad de Antofagasta

      Antofagasta, Chile

    2. [2] Universidad de Atacama

      Universidad de Atacama

      Copiapo, Chile

  • Localización: Proyecciones: Journal of Mathematics, ISSN 0716-0917, ISSN-e 0717-6279, Vol. 29, Nº. 2, 2010, págs. 83-92
  • Idioma: inglés
  • DOI: 10.4067/S0716-09172010000200001
  • Enlaces
  • Resumen
    • The Fisher information matrix for Generalized skew-normal (GSN) distribution is derived. The expressions for the elements of the matrices require of integrals that are solved numerically using a suitable software.

  • Referencias bibliográficas
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    • Chiogna, M. A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution. Statistical...
    • DiCiccio, T. J. and Monti, A. C. Inferential Aspects of the Skew Exponential Power Distribution. Journal of the American Statistical Association....
    • Gómez, H. W., Salinas, H. S. and Bolfarine, H., Generalized skewnormal models: Properties and inference. Statistics: A Journal of Theoretical...
    • Lehman, E. L. & Casella, G. Theory of Point Estimation (2nd edition). New York, NY: Springer, (1998).
    • R Development Core Team, R : A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria....
    • Rotnitzky, A. Cox, D. R., Bottai, M. and Robins, J., Likelihood-based inference with singular information matrix. Bernoulli. 6, pp. 243-284,...

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