
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 parameterizations and extends to the family of unified skew‐elliptical distributions and more generally to selection distributions. We provide several suggestions to make the unified skew‐normal model identifiable and describe various sub‐models that are identifiable.
570, 330, Statistics, Probability (math.PR), Mathematics - Statistics Theory, Statistics Theory (math.ST), permutation, selection distribution, unified skew-elliptical distribution, non-identifiability, FOS: Mathematics, latent variable, Mathematics - Probability, unified skew-normal distribution
570, 330, Statistics, Probability (math.PR), Mathematics - Statistics Theory, Statistics Theory (math.ST), permutation, selection distribution, unified skew-elliptical distribution, non-identifiability, FOS: Mathematics, latent variable, Mathematics - Probability, unified skew-normal distribution
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 5 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 10% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |
