URV's Author/s: Bolfarine, Heleno Salinas, Hugo S. Gómez, Héctor W. Arrué, Jaime

Keywords: Cauchy distribution, kurtosis, maximum likelihood estimation, singular information matrix, skewness, Skew-Normal-Cauchy distribution

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

Journal publication year: 2015

Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article