期刊名称：SORT-Statistics and Operations Research Transactions
印刷版ISSN：2013-8830
出版年度：2013
卷号：37
期号：1
页码：19-28
语种：English
出版社：SORT- Statistics and Operations Research Transactions
摘要：In this paper, the exact form of the Fisher information matrix for the skew-generalized normal (SGN) distribution is determined. The existence of singularity problems of this matrix for the skew-normal and normal particular cases is investigated. Special attention is given to the asymptotic properties of the MLEs under the skew-normality hypothesis.
关键词：Asymptotic distribution, Kurtosis, maximum likelihood estimation, singular information matrix, Skewness
