On the singularity of the Fisher Information matrix in the sine-skewed family on the d-dimensional torus

Abstract

Skewed distributions are fundamental in modelling asymmetric data on the d-dimensional torus. In this context, asymmetry is introduced through the sine-skewing mechanism, which is the only skewing mechanism that has been proposed on the hyper-torus in the literature. Some sine-skewed models are known to suffer from a singular Fisher information matrix in the vicinity of symmetry, which poses a significant issue for inferential purposes. It is an open question to determine for which sine-skewed models Fisher information singularity occurs. In this paper, a general characterization of the class of models that exhibit this singularity is given in the general d-dimensional setting.