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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Bibliographic Details
Main Authors: W. Gómez,Héctor, S. Salinas,Hugo
Format: Digital revista
Language:English
Published: Universidad Católica del Norte, Departamento de Matemáticas 2010
Online Access:http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172010000200001
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