A new class of Skew-Normal-Cauchy Distribution
Arrué, Jaime (Universidad de Antofagasta (Antofagasta, Xile). Departamento de Matemáticas)
Gómez, Héctor W. (Universidad de Antofagasta (Antofagasta, Xile). Departamento de Matemáticas)
Salinas, Hugo S. (Universidad de Atacama (Copiapo, Xile). Departamento de Matemáticas)
Bolfarine, Heleno (Universidade de São Paulo. Departamento de Estadística)

Date: 2015
Abstract: In this paper we study a new class of skew-Cauchy distributions inspired on the family extended two-piece skew normal distribution. The new family of distributions encompasses three well known families of distributions, the normal, the two-piece skew-normal and the skew-normal-Cauchy distributions. Some properties of the new distribution are investigated, inference via maximum likelihood estimation is implemented and results of a real data application, which reveal good performance of the new model, are reported.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Language: Anglès.
Document: article ; recerca ; publishedVersion
Subject: Cauchy distribution ; Kurtosis ; Maximum likelihood estimation ; Singular information matrix ; Skewness ; Skew-normal-cauchy distribution
Published in: SORT : statistics and operations research transactions, Vol. 39 Núm. 1 (January-June 2015) , p. 35-50 (Articles) , ISSN 1696-2281

Adreça original: https://www.raco.cat/index.php/SORT/article/view/294365


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Articles > Research articles

 Record created 2015-06-25, last modified 2018-07-17



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