Modern likelihood inference for the maximum/minimum of a bivariate normal vector

DOI10.1080/00949655.2015.1089872OpenAlexW2295875663MaRDI QIDQ5222447

Alessandra R. Brazzale, Valentina Mameli

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11577/3185061

zbMATH Keywords

skew-normal distributionbivariate normal distributionmodified likelihood roothigher order likelihood inference

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Uses Software

• R
• sn

Cites Work

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