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