A note on the Fisher information matrix for the flexible generalized-skew-normal model
A note on the Fisher information matrix for the flexible generalized-skew-normal model
Authors
Venegas, Osvaldo
Salinas, Hugo S.
Gomez, Hector W.
Salinas, Hugo S.
Gomez, Hector W.
Profesor GuĆa
Authors
Date
Datos de publicaciĆ³n:
10.1007/s42952-019-00025-9
JOURNAL OF THE KOREAN STATISTICAL SOCIETY,Vol.49,499-515,2020
JOURNAL OF THE KOREAN STATISTICAL SOCIETY,Vol.49,499-515,2020
Tipo de recurso
Article
Keywords
Materia geogrƔfica
Collections
Abstract
The purpose of this paper is to derive the Fisher information matrix for the Flexible Generalized Skew-Normal distribution (FGSN). Initially we derive the score functions which lead to the maximum likelihood estimators. We then compute the information matrix and consider the special cases corresponding to the skew-normal distribution and the normal distribution. We provide an algorithm to generate FGSN random variables and carry out a simulation to investigate the behavior of the estimators. The paper concludes with an application of the FGSN model which fits a real dataset.