The centred parametrization for the multivariate skew-normal distribution
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Date
2008
Journal Title
Journal ISSN
Volume Title
Publisher
ELSEVIER INC
Abstract
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. (C) 2008 Elsevier Inc. All rights reserved.
Description
Keywords
index of skewness, skew-normal distribution, parametrization, singular information matrix, FAMILIES