INFORMATION MATRIX FOR GENERALIZED SKEW - NORMAL DISTRIBUTIONS

The Fisher information matrix for Generalized skew-normal (GSN) distribution is derived. The expressions for the elements of the matrices require of integrals that are solved numerically using a suitable software.

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Detalles Bibliográficos
Autores principales: W. Gómez,Héctor, S. Salinas,Hugo
Lenguaje:English
Publicado: Universidad Católica del Norte, Departamento de Matemáticas 2010
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Acceso en línea:http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172010000200001
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Descripción
Sumario:The Fisher information matrix for Generalized skew-normal (GSN) distribution is derived. The expressions for the elements of the matrices require of integrals that are solved numerically using a suitable software.