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Skew-Symmetric Distributions and Fisher Information the double sin of the skew-normal
Skew-Symmetric Distributions Fisher Information skew-normal double sin
2012/11/22
Hallin and Ley (2012) investigate and fully characterize the Fisher singularity phenomenon in univariate and multivariate families of skew-symmetric distributions. This paper proposes a refined analys...
Skew-symmetric distributions and Fisher information -- a tale of two densities
singular Fisher information skew-normal distributions skew-symmetric distributions skewing function symmetric kernel
2012/9/18
Skew-symmetric densities recently received much attention in the literature, giving rise to in-creasingly general families of univariate and multivariate skewed densities. Most of those families,howev...