- Article
Likelihood Based Inference and Bias Reduction in the Modified Skew-t-Normal Distribution
- Jaime Arrué,
- Reinaldo B. Arellano-Valle,
- Enrique Calderín-Ojeda,
- Osvaldo Venegas and
- Héctor W. Gómez
In this paper, likelihood-based inference and bias correction based on Firth’s approach are developed in the modified skew-t-normal (MStN) distribution. The latter model exhibits a greater flexibility than the modified skew-normal (MSN) distrib...