Maximum penalized likelihood estimation for skew-normal and skew-t distributions

Journal of Statistical Planning and Inference

Volumn 143, Issue 2, 2013, Pages 419-433

  Azzalini, Adelchi ^a   Arellano Valle, Reinaldo B ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

Author keywords

Anomalies of maximum likelihood estimation; Boundary estimates; Penalized likelihood; Skew normal distribution; Skew t distribution

Indexed keywords

EID: 84867692258     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2012.06.022     Document Type: Article

References (20)

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