On the Skew-Normal-Cauchy Distribution

dc.creatorARRUE, Jaime
dc.creatorGOMEZ, Hector W.
dc.creatorVARELA, Hector
dc.creatorBOLFARINE, Heleno
dc.date.accessioned2012-10-20T04:44:19Z
dc.date.accessioned2018-07-04T15:46:05Z
dc.date.available2012-10-20T04:44:19Z
dc.date.available2018-07-04T15:46:05Z
dc.date.created2012-10-20T04:44:19Z
dc.date.issued2011
dc.identifierCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.40, n.1, p.15-27, 2011
dc.identifier0361-0926
dc.identifierhttp://producao.usp.br/handle/BDPI/30455
dc.identifier10.1080/03610920903350549
dc.identifierhttp://dx.doi.org/10.1080/03610920903350549
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627094
dc.description.abstractIn this article, we study further properties of a skew normal distribution, called the skew-normal-Cauchy (SNC) distribution by Nadarajah and Kotz (2003). A stochastic representation is obtained which allows alternative derivations for moments, moments generating function, and skewness and kurtosis coefficients. Issues related to singularity of the Fisher information matrix are investigated.
dc.languageeng
dc.publisherTAYLOR & FRANCIS INC
dc.relationCommunications in Statistics-theory and Methods
dc.rightsCopyright TAYLOR & FRANCIS INC
dc.rightsrestrictedAccess
dc.subjectFisher information matrix
dc.subjectKurtosis
dc.subjectSkewness
dc.subjectSkew-normal-Cauchy distribution
dc.titleOn the Skew-Normal-Cauchy Distribution
dc.typeArtículos de revistas


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