Testing for sub-models of the skew \(t\)-distribution

DOI10.1007/s10260-017-0387-xzbMath1387.62022OpenAlexW2726722497MaRDI QIDQ1742840

Thomas J. DiCiccio, Anna Clara Monti

Publication date: 12 April 2018

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-017-0387-x

zbMATH Keywords

asymptotic distributionBartlett correctionlikelihood inferenceskew normal distributionskew \(t\)-distributionnon-standard asymptoticssingular information matrixnormality testboundary-value parameterflexible parametric model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)

Uses Software

• sn

Cites Work

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