A note on the Fisher information matrix for the skew-generalized-normal model

作者：Arellano Valle Reinaldo B^*; Gomez Hector W; Salinas Hugo S

来源：Statistics and Operations Research Transactions, 2013, 37(1): 19-28.

• Asymptotic distribution
• Kurtosis
• maximum likelihood estimation
• singular information matrix
• Skewness

In this paper, the exact form of the Fisher information matrix for the skew-generalized normal (SGN) distribution is determined. The existence of singularity problems of this matrix for the skew-normal and normal particular cases is investigated. Special attention is given to the asymptotic properties of the MLEs under the skew-normality hypothesis.

• 出版日期2013-6