The centred parametrization for the multivariate skew-normal distribution
The centred parametrization for the multivariate skew-normal distribution
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DOI：
10.1016/j.jmva.2008.01.020
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发表时间：
2008-08-01
影响因子：
1.6
通讯作者：
Azzalini, Adelchi
中科院分区：
文献类型：
--
作者：
Arellano-Valle, Reinaldo B.;Azzalini, Adelchi
对于与标量斜正态分布有关的统计推断，众所周知，所谓的中心参数化提供了比通常用于编写密度函数的参数化更方便的参数化。我们将中心参数化的定义推广到多元情形，并研究了相应的信息矩阵。(C)2008 Elsevier Inc.保留所有权利。
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. (C) 2008 Elsevier Inc. All rights reserved.