Title of article
The centred parameterization and related quantities of the skew- distribution
Author/Authors
Arellano-Valle، نويسنده , , Reinaldo B. and Azzalini، نويسنده , , Adelchi، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2013
Pages
18
From page
73
To page
90
Abstract
The skew- t family, in its univariate and multivariate versions, is a parametric family of probability distributions which is currently under intense investigation because of several appealing properties. The present paper addresses the question of the choice of its parameterization, and more generally of the selection of quantities of interest associated to this distribution.
Keywords
Information matrix , Approximation of moments , parameterization , Skew- t distribution
Journal title
Journal of Multivariate Analysis
Serial Year
2013
Journal title
Journal of Multivariate Analysis
Record number
1566002
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