A note on the Fisher information matrix for the skew-generalized-normal model
In this paper, the exact form of the Fisher information matrix for the skew-generalized normal (SGN) distribution is determined. The existence of singularity problems of this matrix for the skewnormal and normal particular cases is investigated. Special attention is given to the asymptotic propertie...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2013 |
| País: | España |
| Institución: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:113242 |
| Acceso en línea: | https://ddd.uab.cat/record/113242 |
| Access Level: | acceso abierto |
| Palabra clave: | Asymptotic distribution Kurtosis Maximum likelihood estimation Singular information Matrix Skewness |
| Sumario: | In this paper, the exact form of the Fisher information matrix for the skew-generalized normal (SGN) distribution is determined. The existence of singularity problems of this matrix for the skewnormal and normal particular cases is investigated. Special attention is given to the asymptotic properties of the MLEs under the skew-normality hypothesis. |
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