A note on the Fisher information matrix for the flexible generalized-skew-normal model

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datacite.alternateIdentifier.citationJOURNAL OF THE KOREAN STATISTICAL SOCIETY,Vol.49,499-515,2020
datacite.alternateIdentifier.doi10.1007/s42952-019-00025-9
datacite.creatorVenegas, Osvaldo
datacite.creatorSalinas, Hugo S.
datacite.creatorGomez, Hector W.
datacite.date2020
datacite.subject.englishFlexible generalized-skew-normal distribution
datacite.subject.englishReparametrization
datacite.subject.englishSingular Fisher information matrix
datacite.subject.englishSkew-normal distribution
datacite.titleA note on the Fisher information matrix for the flexible generalized-skew-normal model
dc.date.accessioned2021-04-30T16:47:49Z
dc.date.available2021-04-30T16:47:49Z
dc.description.abstractThe 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.
dc.identifier.urihttp://repositoriodigital.uct.cl/handle/10925/3568
dc.language.isoen
dc.publisherSPRINGER HEIDELBERG
dc.sourceJOURNAL OF THE KOREAN STATISTICAL SOCIETY
oaire.resourceTypeArticle
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uct.indizacionSCI
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