Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146486 | Journal of Multivariate Analysis | 2008 | 21 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Reinaldo B. Arellano-Valle, Adelchi Azzalini,