We consider recent higher order likelihood asymptotics to construct confidence intervals for the skewness parameter which characterizes the shape of the distribution of the maximum of an exchangeable bivariate normal random variable. Our proposal is illustrated by means of both simulation and an application to mono-zygotic twin studies.
Recent asymptotics for the parameter of skewness: an application to mono-zygotic twin studies
BRAZZALE, ALESSANDRA ROSALBA
2013
Abstract
We consider recent higher order likelihood asymptotics to construct confidence intervals for the skewness parameter which characterizes the shape of the distribution of the maximum of an exchangeable bivariate normal random variable. Our proposal is illustrated by means of both simulation and an application to mono-zygotic twin studies.File in questo prodotto:
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