The centred parametrization for the multivariate skew-normal distribution

Reinaldo B. Arellano-Valle and Adelchi Azzalini

Journal of Multivariate Analysis, 2008, vol. 99, issue 7, 1362-1382

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.

Keywords: 62F12; 62H12; 62E20; Index; of; skewness; Skew-normal; distribution; Parametrization; Singular; information; matrix (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (40)

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