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
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