NDLI: Statistical aspects of the scalar extended skew-normal distribution

Content Provider	Springer Nature Link
Author	Canale, Antonio
Copyright Year	2011
Abstract	This paper presents some inferential results about the extended skew-normal family in the scalar case. For this family many inferential aspects are still unexplored. The expected information matrix is obtained and some of its properties are discussed. Some simulation experiments and an application to real data are presented pointing out not infrequent estimation problems such as different estimates in function of the starting values of the algorithm which leads to substantially equivalents densities. All these issues underline a problem of near unidentifiability.
Starting Page	279
Ending Page	295
Page Count	17
File Format	PDF
ISSN	00261424
Journal	METRON
Volume Number	69
Issue Number	3
e-ISSN	2281695X
Language	English
Publisher	Springer-Verlag
Publisher Date	2013-01-17
Publisher Place	Milan
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Extended skew-normal distribution Statistical Theory and Methods Skew-normal distribution Information matrix Statistics
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability

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Statistical aspects of the scalar extended skew-normal distribution