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10 p, 158.9 KB A note on the Fisher information matrix for the skew-generalized-normal model / Arellano-Valle, Reinaldo B. (Pontificia Universidad Católica de Chile. Departamento de Estadística) ; Gómez, Héctor W. (Universidad de Antofagasta (Chile). Departamento de Matemáticas) ; Salinas, Hugo S. (Universidad de Atacama (Chile). Departamento de Matemática)
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 skewnormal and normal particular cases is investigated. [...]
SORT : statistics and operations research transactions, Vol. 37, Núm. 1 (January-June 2013) , p. 19-28  

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