Locally efficient semiparametric estimators for generalized skew-elliptical distributions

Keyphrases

• Asymptotically Normal 100%
• Efficiency Loss 50%
• Efficient Estimator 50%
• Generalized Skew-elliptical Distributions 100%
• Generalized Skew-normal Distribution 50%
• Illustrative Examples 50%
• Locally Efficient 100%
• Location Parameter 50%
• Misspecified 50%
• Modeling Analysis 50%
• Selection Modeling 50%
• Semiparametric Efficiency 50%
• Semiparametric Estimation 100%
• Skewing Function 100%

Mathematics

• Central Part 50%
• Illustrative Example 50%
• Scale Parameter 50%
• Skew Elliptical Distribution 100%
• Skew-Normal Distribution 50%