Skew-symmetric distributions and Fisher information: the double sin of the skew-normal

DOI10.3150/13-BEJ528zbMath1302.60030arXiv1209.4177OpenAlexW1971531588MaRDI QIDQ396013

Marc Hallin, Christophe Ley

Publication date: 8 August 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.4177

zbMATH Keywords

consistency ratesskew-normal distributionscentred parametrizationsingular Fisher informationskew-symmetric distributionsskewing function

Mathematics Subject Classification ID

Parametric inference (62F99) Probability distributions: general theory (60E05)

Related Items (10)

A note on the Fisher information matrix for the flexible generalized-skew-normal model ⋮ Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results ⋮ Discussion ⋮ NEYMAN’S C(α) TEST FOR UNOBSERVED HETEROGENEITY ⋮ Optimal tests for elliptical symmetry: specified and unspecified location ⋮ Testing for sub-models of the skew \(t\)-distribution ⋮ Skew-rotationally-symmetric distributions and related efficient inferential procedures ⋮ Testing for observation-dependent regime switching in mixture autoregressive models ⋮ Bimodality based on the generalized skew-normal distribution ⋮ Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions

Uses Software

• sn

Cites Work

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