메뉴 건너뛰기




Volumn 14, Issue 3, 2005, Pages 331-341

A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution

Author keywords

Rate of convergence; Reparameterization; Singular Fisher information matrix

Indexed keywords


EID: 28944442484     PISSN: 16182510     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10260-005-0117-7     Document Type: Article
Times cited : (54)

References (14)
  • 1
    • 49449120922 scopus 로고
    • Formulation and estimation of stochastic frontier production function model
    • Aigner DJ, Lovell CAK, Schmidt P (1977) Formulation and estimation of stochastic frontier production function model. J. Economet. 12:21-37
    • (1977) J. Economet. , vol.12 , pp. 21-37
    • Aigner, D.J.1    Lovell, C.A.K.2    Schmidt, P.3
  • 2
    • 21144460503 scopus 로고
    • The nontruncated marginal of a truncated bivariate normal distribution
    • Arnold BC, Beaver RJ, Groeneveld RA, Meeker WQ (1993) The nontruncated marginal of a truncated bivariate normal distribution. Psychometrica 58: 471-478
    • (1993) Psychometrica , vol.58 , pp. 471-478
    • Arnold, B.C.1    Beaver, R.J.2    Groeneveld, R.A.3    Meeker, W.Q.4
  • 4
    • 0001036819 scopus 로고
    • A class of distributions which includes the Normal ones
    • Azzalini A (1985) A class of distributions which includes the Normal ones. Scand. J. Statist. 12: 171-178
    • (1985) Scand. J. Statist. , vol.12 , pp. 171-178
    • Azzalini, A.1
  • 5
    • 0001611066 scopus 로고
    • Further results on a class of distributions which includes the normal ones
    • Azzalini A (1986) Further results on a class of distributions which includes the normal ones. Statistica 2:199-208
    • (1986) Statistica , vol.2 , pp. 199-208
    • Azzalini, A.1
  • 6
    • 0001417140 scopus 로고    scopus 로고
    • The multivariate skew-normal distribution
    • AzzaliniA, Dalla Valle A (1996) The multivariate skew-normal distribution. Biometrika 2: 715-726
    • (1996) Biometrika , vol.2 , pp. 715-726
    • Azzalini, A.1    Dalla Valle, A.2
  • 7
    • 0001122047 scopus 로고    scopus 로고
    • Some properties of the multivariate skew-normal distribution
    • Azzalini A, Capitanio A (1999) Some properties of the multivariate skew-normal distribution. J. Roy. Stat. Soc. B 61: 579-602
    • (1999) J. Roy. Stat. Soc. B , vol.61 , pp. 579-602
    • Azzalini, A.1    Capitanio, A.2
  • 10
    • 0002627582 scopus 로고    scopus 로고
    • Inference for non-random samples
    • Copas JB, Li HG (1997) Inference for non-random samples (with discussion). J. Roy. Stat. Soc. B 59: 55-95
    • (1997) J. Roy. Stat. Soc. B , vol.59 , pp. 55-95
    • Copas, J.B.1    Li, H.G.2
  • 11
    • 0037441768 scopus 로고    scopus 로고
    • A Bayesian interpretation of the multivariate skew-normal distribution
    • Liseo B, Loperfido N (2003) A Bayesian interpretation of the multivariate skew-normal distribution. Statist. & Prob. Lett. 61: 395-401
    • (2003) Statist. & Prob. Lett. , vol.61 , pp. 395-401
    • Liseo, B.1    Loperfido, N.2
  • 12
    • 0141899476 scopus 로고    scopus 로고
    • Likelihood-based inference with singular information matrix
    • Rotnitzky A, Cox DR, Bottai M, Robins J (2000) Likelihood-based inference with singular information matrix. Bernoulli 6: 243-284
    • (2000) Bernoulli , vol.6 , pp. 243-284
    • Rotnitzky, A.1    Cox, D.R.2    Bottai, M.3    Robins, J.4
  • 14
    • 19744373201 scopus 로고    scopus 로고
    • Bias prevention of maximum likelihood estimates: Skew normal and skew t distributions
    • In press
    • Sartori N (2005) Bias prevention of maximum likelihood estimates: skew normal and skew t distributions. Stat Plan Inference. In press
    • (2005) Stat Plan Inference
    • Sartori, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.