Some important issues in inference
under certain types of singularities
Statistics and Probability
Centro de Investigacion en Matematicas
We explore conditions to construct inferences based on the form of the general skewed density 2f(x)G(kx) when the even density g(x) associated to G(x) is continuous in R but has a differential singularity at x = 0, for instance, the Laplace density. The correct asymptotic distribution for the likelihood ratio test is also delineated.
This is joint work with Rolando Cavazos-Cadena.