Tests for normality in classes of skew-t alternatives

Cinzia Carota

Statistics & Probability Letters, 2010, vol. 80, issue 1, 1-8

Abstract: We construct tests for normality in the Azzalini and Capitanio skew-t and linear skew-t classes of distributions. We also provide an explanation for the presence of the inflection point at zero in the skew-normal log-likelihood when it is obtained from a skew-t log-likelihood with degrees of freedom tending to infinity.

Date: 2010
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