The centred parametrization for the multivariate skew-normal distribution

For statistical inference connected to the scalar skew-normal distribution, it is known that the so-called centred parametrization provides a more convenient parametrization than the one commonly employed for writing the density function. We extend the definition of the centred parametrization to the multivariate case, and study the corresponding information matrix.

MoreLess

Year of publication:	2008
Authors:	Arellano-Valle, Reinaldo B. ; Azzalini, Adelchi
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 99.2008, 7, p. 1362-1382
Publisher:	Elsevier
Keywords:	62F12 62H12 62E20 Index of skewness Skew-normal distribution Parametrization Singular information matrix

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221721