Article ID Journal Published Year Pages File Type
1146486 Journal of Multivariate Analysis 2008 21 Pages PDF
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
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