期刊名称：SORT-Statistics and Operations Research Transactions
印刷版ISSN：2013-8830
出版年度：2015
卷号：39
期号：1
页码：35-50
语种：English
出版社：SORT- Statistics and Operations Research Transactions
摘要：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
关键词：Cauchy distribution, kurtosis, maximum likelihood estimation, singular information matrix, skewness, Skew-Normal-Cauchy distribution
