Skew-symmetric distributions and Fisher information: The double sin of the skew-normal
نویسندگان
چکیده
منابع مشابه
SFB 823 Skew - symmetric distributions and Fisher information The double sin of the skew - normal
Hallin and Ley (2012) investigate and fully characterize the Fisher singularity phenomenon in univariate and multivariate families of skew-symmetric distributions. This paper proposes a refined analysis of the (univariate) Fisher degeneracy problem, showing that it can be more or less severe, inducing n (“simple singularity”), n (“double singularity”), or n (“triple singularity”) consistency ra...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2014
ISSN: 1350-7265
DOI: 10.3150/13-bej528