On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models

DOI10.1007/BF03263537zbMath1301.62019OpenAlexW1987587132MaRDI QIDQ478210

Davy Paindaveine, Christophe Ley

Publication date: 3 December 2014

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03263537

zbMATH Keywords

skewnessprofile likelihoodskew-normal distributionsskew-\(t\) distributionssingular Fisher information matrixgeneralized skew-elliptical distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (9)

A note on the Fisher information matrix for the flexible generalized-skew-normal model ⋮ On the multivariate skew-normal-Cauchy distribution ⋮ Efficient inference about the tail weight in multivariate Student \(t\) distributions ⋮ Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions ⋮ Skew-symmetric distributions and Fisher information -- a tale of two densities ⋮ Discussion ⋮ Testing for sub-models of the skew \(t\)-distribution ⋮ Linear transformations to symmetry ⋮ Bimodality based on the generalized skew-normal distribution

Uses Software

• sn

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