• Title of article

    The centred parametrization for the multivariate skew-normal distribution

  • Author/Authors

    Arellano-Valle، نويسنده , , Reinaldo B. and Azzalini، نويسنده , , Adelchi، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2008
  • Pages
    21
  • From page
    1362
  • To page
    1382
  • 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.
  • Keywords
    Index of skewness , Skew-normal distribution , 62F12 , 62H12 , Parametrization , 62E20 , singular information matrix
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2008
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558940