Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution

DOI10.1080/03610926.2017.1361985OpenAlexW2743628982MaRDI QIDQ5160285

Tõnu Kollo, Meelis Käärik, Anne Selart

Publication date: 28 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1361985

zbMATH Keywords

skew-normal distributionmultivariate skewnessmultivariate moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Joint distributional expansions of maxima and minima from skew-normal samples ⋮ On multivariate skewness and kurtosis

Uses Software

• sn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate skewness and kurtosis measures with an application in ICA
• A multivariate skew normal distribution.
• Matrix derivatives with an application to an adaptive linear decision problem
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• On fundamental skew distributions
• The Skew-Normal and Related Families
• Matrix Tricks for Linear Statistical Models
• On the Unification of Families of Skew-normal Distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• From Multivariate Skewed Distributions to Copulas
• On Parametrization of Multivariate Skew-Normal Distribution
• Moments of skew-normal random vectors and their quadratic forms
• A Skew‐normal copula‐driven GLMM

This page was built for publication: Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution