On multiple constraint skewed models |
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| Authors: | Barry C Arnold Héctor W Gómez Hugo S Salinas |
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| Institution: | 1. Statistics Department , University of California , Riverside, USA barry.arnold@ucr.edu;3. Departamento de Matemáticas, Facultad de Ciencias Básicas , Universidad de Antofagasta , Antofagasta, Chile;4. Departamento de Matemática, Facultad de Ingeniería , Universidad de Atacama , Chile |
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| Abstract: | The Azzalini A. Azzalini, A class of distributions which includes the normal ones, Scandi. J. Statist. 12 (1985), pp. 171–178.] skew normal model can be viewed as one involving normal components subject to a single linear constraint. As a natural extension of this model, we discuss skewed models involving multiple linear and nonlinear constraints and possibly non-normal components. Particular attention is devoted to a distribution called the extended two-piece normal (ETN) distribution. This model is a two-constraint extension of the two-piece normal model introduced by Kim H.J. Kim, On a class of two-piece skew normal distributions, Statistics 39(6) (2005), pp. 537–553.]. Likelihood inference for the ETN distribution is developed and illustrated using two data sets. |
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| Keywords: | two-piece skew normal multiple constraints skew normal maximum likelihood information matrix |
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