The centred parametrization for the multivariate skew-normal distribution

dc.contributor.authorArellano Valle, Reinaldo B.
dc.contributor.authorAzzalini, Adelchi
dc.date.accessioned2024-01-10T12:09:22Z
dc.date.available2024-01-10T12:09:22Z
dc.date.issued2008
dc.description.abstractFor 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.
dc.fechaingreso.objetodigital17-04-2024
dc.format.extent21 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.jmva.2008.01.020
dc.identifier.issn0047-259X
dc.identifier.urihttps://doi.org/10.1016/j.jmva.2008.01.020
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/76483
dc.identifier.wosidWOS:000257221700002
dc.information.autorucMatemática;Arellano-Valle R;S/I;58107
dc.issue.numero7
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final1382
dc.pagina.inicio1362
dc.publisherELSEVIER INC
dc.revistaJOURNAL OF MULTIVARIATE ANALYSIS
dc.rightsacceso restringido
dc.subjectindex of skewness
dc.subjectskew-normal distribution
dc.subjectparametrization
dc.subjectsingular information matrix
dc.subjectFAMILIES
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleThe centred parametrization for the multivariate skew-normal distribution
dc.typeartículo
dc.volumen99
sipa.codpersvinculados58107
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
Files
Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
2024-04-17. The centred parametrization for the multivariate skew-normal distribution.pdf
Size:
2.24 KB
Format:
Adobe Portable Document Format
Description: