The centred parametrization for the multivariate skew-normal distribution
dc.contributor.author | Arellano Valle, Reinaldo B. | |
dc.contributor.author | Azzalini, Adelchi | |
dc.date.accessioned | 2024-01-10T12:09:22Z | |
dc.date.available | 2024-01-10T12:09:22Z | |
dc.date.issued | 2008 | |
dc.description.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. | |
dc.fechaingreso.objetodigital | 17-04-2024 | |
dc.format.extent | 21 páginas | |
dc.fuente.origen | WOS | |
dc.identifier.doi | 10.1016/j.jmva.2008.01.020 | |
dc.identifier.issn | 0047-259X | |
dc.identifier.uri | https://doi.org/10.1016/j.jmva.2008.01.020 | |
dc.identifier.uri | https://repositorio.uc.cl/handle/11534/76483 | |
dc.identifier.wosid | WOS:000257221700002 | |
dc.information.autoruc | Matemática;Arellano-Valle R;S/I;58107 | |
dc.issue.numero | 7 | |
dc.language.iso | en | |
dc.nota.acceso | contenido parcial | |
dc.pagina.final | 1382 | |
dc.pagina.inicio | 1362 | |
dc.publisher | ELSEVIER INC | |
dc.revista | JOURNAL OF MULTIVARIATE ANALYSIS | |
dc.rights | acceso restringido | |
dc.subject | index of skewness | |
dc.subject | skew-normal distribution | |
dc.subject | parametrization | |
dc.subject | singular information matrix | |
dc.subject | FAMILIES | |
dc.subject.ods | 03 Good Health and Well-being | |
dc.subject.odspa | 03 Salud y bienestar | |
dc.title | The centred parametrization for the multivariate skew-normal distribution | |
dc.type | artículo | |
dc.volumen | 99 | |
sipa.codpersvinculados | 58107 | |
sipa.index | WOS | |
sipa.index | Scopus | |
sipa.trazabilidad | Carga SIPA;09-01-2024 |
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