On the modified skew-normal-Cauchy distribution: properties, inference and applications

DOI10.1080/03610926.2019.1708942OpenAlexW2999750902MaRDI QIDQ5078572

F. Kahrari, Daniel Devia Cortés, Javier E. Contreras-Reyes

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1708942

zbMATH Keywords

maximum likelihoodKullback-Leibler divergenceskew-normalcondition factor time seriesmodified skew-normal-Cauchy

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Information quantity evaluation of nonlinear time series processes and applications, A generalized transmuted uniform distribution

Uses Software

• R

Cites Work

• On the multivariate skew-normal-Cauchy distribution
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• A New Class of Skew-Normal Distributions
• Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution
• Bias reduction of maximum likelihood estimates for a modified skew-normal distribution
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• Elements of Information Theory
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