On the non-identifiability of unified skew-normal distributions

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dc.contributor.authorWang, Kesen
dc.contributor.authorArellano-Valle, Reinaldo B.
dc.contributor.authorAzzalini, Adelchi
dc.contributor.authorGenton, Marc G.
dc.date.accessioned2025-01-20T20:09:05Z
dc.date.available2025-01-20T20:09:05Z
dc.date.issued2023
dc.description.abstractWe investigate the non-identifiability of the multivariate unified skew-normal distribution under permutation of its latent variables. We show that the non-identifiability issue also holds with other parameterizations and extends to the family of unified skew-elliptical distributions and more generally to selection distributions. We provide several suggestions to make the unified skew-normal model identifiable and describe various sub-models that are identifiable.
dc.fuente.origenWOS
dc.identifier.doi10.1002/sta4.597
dc.identifier.issn2049-1573
dc.identifier.urihttps://doi.org/10.1002/sta4.597
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/91966
dc.identifier.wosidWOS:001026756400001
dc.issue.numero1
dc.language.isoen
dc.revistaStat
dc.rightsacceso restringido
dc.subjectlatent variable
dc.subjectnon-identifiability
dc.subjectpermutation
dc.subjectselection distribution
dc.subjectunified skew-elliptical distribution
dc.subjectunified skew-normal distribution
dc.titleOn the non-identifiability of unified skew-normal distributions
dc.typeartículo
dc.volumen12
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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