Information matrix for generalized skew - normal distributions.
DOI:
https://doi.org/10.4067/S0716-09172010000200001Keywords:
Generalized skew-normal distribution, Skew-normal distribution, Normal distribution, distribución normal-asimétrica generalizada, distribución normal-asimétrica, distribución normal.Abstract
The Fisher information matrix for Generalized skew-normal (GSN) distribution is derived. The expressions for the elements of the matrices require of integrals that are solved numerically using a suitable software.References
Azzalini, A. A class of distributions which includes the normal ones. Scandinavian Journal of Statistics. 12, pp. 171-178, (1985).
Chiogna, M. A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution. Statistical Methods & Applications. 14, pp. 331-341, (2005).
DiCiccio, T. J. and Monti, A. C. Inferential Aspects of the Skew Exponential Power Distribution. Journal of the American Statistical Association. 99(466), pp. 439-450, (2004).
Gómez, H. W., Salinas, H. S. and Bolfarine, H., Generalized skewnormal models: Properties and inference. Statistics: A Journal of Theoretical and Applied Statistics. 40(6), pp. 495-505, (2006).
Lehman, E. L. & Casella, G. Theory of Point Estimation (2nd edition). New York, NY: Springer, (1998).
R Development Core Team, R : A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org, (2010).
Rotnitzky, A. Cox, D. R., Bottai, M. and Robins, J., Likelihood-based inference with singular information matrix. Bernoulli. 6, pp. 243-284, (2000).
Chiogna, M. A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution. Statistical Methods & Applications. 14, pp. 331-341, (2005).
DiCiccio, T. J. and Monti, A. C. Inferential Aspects of the Skew Exponential Power Distribution. Journal of the American Statistical Association. 99(466), pp. 439-450, (2004).
Gómez, H. W., Salinas, H. S. and Bolfarine, H., Generalized skewnormal models: Properties and inference. Statistics: A Journal of Theoretical and Applied Statistics. 40(6), pp. 495-505, (2006).
Lehman, E. L. & Casella, G. Theory of Point Estimation (2nd edition). New York, NY: Springer, (1998).
R Development Core Team, R : A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org, (2010).
Rotnitzky, A. Cox, D. R., Bottai, M. and Robins, J., Likelihood-based inference with singular information matrix. Bernoulli. 6, pp. 243-284, (2000).
Published
2011-01-07
How to Cite
[1]
H. W. Gómez and H. S. Salinas, “Information matrix for generalized skew - normal distributions.”, Proyecciones (Antofagasta, On line), vol. 29, no. 2, pp. 83-92, Jan. 2011.
Issue
Section
Artículos
-
Attribution — You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
- No additional restrictions — You may not apply legal terms or technological measures that legally restrict others from doing anything the license permits.
