Some important issues in inference
under certain types of singularities

Graciela González-Farías
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.