Repositori institucional URV
| URV's Author/s: | Bolfarine, Heleno Salinas, Hugo S. Gómez, Héctor W. Arrué, Jaime |
| Journal publication year: | 2015 |
| Publication Type: | info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article |
| 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 |
| Keywords: | Cauchy distribution, kurtosis, maximum likelihood estimation, singular information matrix, skewness, Skew-Normal-Cauchy distribution |
| Search your record at: |   |
| File | Description | Format | |
|---|---|---|---|
| DocumentPrincipal | DocumentPrincipal | application/pdf |
© 2011 Universitat Rovira i Virgili