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Some important issues in inference under certain types of singularities Graciela González-Farías Statistics and Probability Centro de Investigacion en Matematicas Abstract
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. |