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ON THE MODIFIED SKEW-NORMAL-CAUCHY DISTRIBUTION: PROPERTIES, INFERENCE AND APPLICATIONS

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dc.creatorJAVIER ESTEBAN CONTRERAS REYES
dc.date2020
dc.date.accessioned2025-01-10T15:09:08Z
dc.date.available2025-01-10T15:09:08Z
dc.date.issued2020
dc.description.abstractIN 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 NON-SINGULAR FISHER INFORMATION MATRIX AT SKEWNESS PARAMETER EQUAL ZERO. WE SUGGEST A HIERARCHICAL REPRESENTATION WHICH ALLOWS ALTERNATIVE DERIVATIONS FOR MOMENTS GENERATING FUNCTION, MOMENTS, AND SKEWNESS AND KURTOSIS COEFFICIENTS. AS AN APPLICATION, WE DEVELOP HYPOTHESIS TESTING FOR NORMALITY CONSIDERING THE KULLBACK-LEIBLER DIVERGENCE BETWEEN MSNC DISTRIBUTION AND THE NORMAL ONE. FINALLY, WE APPLY THIS RESULT TO CONDITION FACTOR TIME SERIES OF SHORTFIN MAKO SHARKS OFF NORTHERN CHILE.
dc.formatapplication/pdf
dc.identifier.doi10.1080/03610926.2019.1708942
dc.identifier.issn1532-415X
dc.identifier.issn0361-0926
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/10665
dc.languagespa
dc.publisherCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS
dc.relation.uri10.1080/03610926.2019.1708942
dc.rightsPUBLICADA
dc.titleON THE MODIFIED SKEW-NORMAL-CAUCHY DISTRIBUTION: PROPERTIES, INFERENCE AND APPLICATIONS
dc.title.alternativeSOBRE LA DISTRIBUCIÓN MODIFICADA SKEW-NORMAL-CAUCHY: PROPIEDADES, INFERENCIA Y APLICACIONES
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
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