On the modified skew-normal-Cauchy distribution: properties, inference and applications
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DOI: 10.1080/03610926.2019.1708942
Abstract: Abstract In this paper, we study further properties of the modified skew-normal-Cauchy (MSNC) distribution. MSNC distribution corresponds to a reformulation of skew-normal-Cauchy distribution that allows to obtain a nonsingular Fisher Information Matrix at skewness parameter… read more here.
Keywords: cauchy distribution; skew normal; normal cauchy; modified skew ... See more keywords