• 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