On the non-identifiability of unified skew-normal distributions
Statistics Theory
2023-06-23 v2 Probability
Statistics Theory
Abstract
In this note, we investigate the non-identifiability of the multivariate unified skew-normal distribution under permutation of its latent variables. We show that the non-identifiability issue also holds with other parametrizations and extends to the family of unified skew-elliptical distributions and more generally to selection distibutions. We provide several suggestions to make the unified skew-normal model identifiable and describe various sub-models that are identifiable.
Keywords
Cite
@article{arxiv.2304.10445,
title = {On the non-identifiability of unified skew-normal distributions},
author = {Kesen Wang and Reinaldo B. Arellano-Valle and Adelchi Azzalini and Marc G. Genton},
journal= {arXiv preprint arXiv:2304.10445},
year = {2023}
}