On the multivariate skew-normal-Cauchy distribution

DOI10.1016/j.spl.2016.05.005zbMath1403.62091OpenAlexW2407816880MaRDI QIDQ310637

F. Kahrari, M. Rezaei, Reinaldo B. Arellano-Valle, Fatemeh Yousefzadeh

Publication date: 8 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.05.005

zbMATH Keywords

Fisher information matrixlinear transformationsmultivariate skewness and kurtosis coefficientsshape mixtureskew-normal-Cauchy distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)

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Uses Software

• sn

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