On the Skew-Normal-Cauchy Distribution
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
20/10/2012
20/10/2012
2011
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| Resumo |
In 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. FONDECYT FONDECYT[1060727/7080167] DIRINV DIRINV[1333-07] CNPq-Brasil Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) |
| Identificador |
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.40, n.1, p.15-27, 2011 0361-0926 http://producao.usp.br/handle/BDPI/30455 10.1080/03610920903350549 |
| Idioma(s) |
eng |
| Publicador |
TAYLOR & FRANCIS INC |
| Relação |
Communications in Statistics-theory and Methods |
| Direitos |
restrictedAccess Copyright TAYLOR & FRANCIS INC |
| Palavras-Chave | #Fisher information matrix #Kurtosis #Skewness #Skew-normal-Cauchy distribution #INFERENCE #Statistics & Probability |
| Tipo |
article original article publishedVersion |
