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Mameli, Valentina and Brazzale, Alessandra Rosalba (2013) Modern likelihood inference for the parameter of skewness: an application to monozygotic twin studies. [Working Paper] WORKING PAPER SERIES, 10/2013 . , PADOVA (Inedito)

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Abstract (english)

We consider the use of modern likelihood asymptotics in the construction of confidence intervals for the parameter which determines the skewness of the distribution of the maximum/minimumof an exchangeable bivariate normal randomvector. This distribution represents the reference model for assessing the degree of concordance of a continuos mono-zygotic twin trait when interest focuses on the pairwise maximum or minimum. Simulation studies were conducted to investigate the accuracy of the proposed method and to compare it to available alternatives. Accuracy is evaluated in terms of both coverage probability and expected length of the interval. We, furthermore, illustrate the suitability of our method by re-analyzing the data from a study which compares different measurements taken on the brains of mono-zygotic twins.

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EPrint type:Working Paper
Anno di Pubblicazione:04 December 2013
Key Words:Bivariate normal distribution; Higher order likelihood inference; Modified likelihood ratio; Skew-normal distribution; Twin study.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7122
Depositato il:09 Sep 2014 14:12
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