On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
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Bibliographic InfoArticle provided by Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome in its journal Metron.
Volume (Year): LXVIII (2010)
Issue (Month): 3 ()
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- Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2008. "The centred parametrization for the multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1362-1382, August.
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- Marc Genton & Nicola Loperfido, 2005. "Generalized skew-elliptical distributions and their quadratic forms," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(2), pages 389-401, June.
- Branco, Márcia D. & Dey, Dipak K., 2001. "A General Class of Multivariate Skew-Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 99-113, October.
- DiCiccio T.J. & Monti A.C., 2004. "Inferential Aspects of the Skew Exponential Power Distribution," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 439-450, January.
- Ley, Christophe & Paindaveine, Davy, 2010. "On the singularity of multivariate skew-symmetric models," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1434-1444, July.
- repec:eca:wpaper:2010_014 is not listed on IDEAS
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