Univariate and bivariate models related to the generalized epsilon-skew-Cauchy distribution

dc.contributor.authorArnold, Barry C.
dc.contributor.authorGómez, Héctor W.
dc.contributor.authorVarela, Héctor
dc.contributor.authorVidal, Ignacio
dc.date.accessioned2024-04-22T23:09:14Z
dc.date.available2024-04-22T23:09:14Z
dc.date.issued2019
dc.description.abstractIn this paper, we consider a stochastic representation of the epsilon–skew–Cauchy distribution, viewed as a member of the family of skewed distributions discussed in Arellano-Valle et al. (2005). The stochastic representation facilitates derivation of distributional properties of the model. In addition, we introduce symmetric and asymmetric extensions of the Cauchy distribution, together with an extension of the epsilon–skew–Cauchy distribution. Multivariate versions of these distributions can be envisioned. Bivariate examples are discussed in some detail.
dc.identifier.doi10.3390/sym11060794
dc.identifier.issn2073-8994
dc.identifier.urihttps://repositorioabierto.uantof.cl/handle/uantof/386
dc.language.isoen
dc.publisherMDPI
dc.rightsAttribution 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.sourceSymmetry
dc.subjectEpsilon-skew-Normal
dc.subjectEpsilon-skew-Cauchy
dc.subjectbivariate densities
dc.subjectgeneralized Cauchy distributions
dc.titleUnivariate and bivariate models related to the generalized epsilon-skew-Cauchy distribution
dc.typeArticle
oaire.citation.issue794
oaire.citation.volume11
organization.identifier.rorhttps://ror.org/04eyc6d95
organization.legalNameUniversidad de Antofagasta
uantof.identificator.departmentDepartamento de Matemáticas
uantof.identificator.facultyFacultad de Ciencias Básicas
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