On the singularity of multivariate skew-symmetric models
Journal of Multivariate Analysis
Bayesian inference for a skew-normal IRT model under the centred parameterization
Computational Statistics & Data Analysis
The centred parameterization and related quantities of the skew-t distribution
Journal of Multivariate Analysis
Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach
Computational Statistics & Data Analysis
| Hi-index | 0.00 |
For statistical inference connected to the scalar skew-normal distribution, it is known that the so-called centred parametrization provides a more convenient parametrization than the one commonly employed for writing the density function. We extend the definition of the centred parametrization to the multivariate case, and study the corresponding information matrix.