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The centred parametrization for the multivariate skew-normal distribution

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  • Arellano-Valle, Reinaldo B.
  • Azzalini, Adelchi

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.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:jmvana:v:99:y:2008:i:7:p:1362-1382
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    References listed on IDEAS

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