Scale mixtures of skew-normal-Cauchy distributions

descriptionPublicationkeyboard_double_arrow_right Article 01 Jul 2017 Chile English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 126, pages 1-6 (issn: 0167-7152,

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Authors: Kahrari, F.; Arellano Valle, Reinaldo Boris; Rezaei, M.; Yousefzadeh, F.;

doi: 10.1016/j.spl.2017.02.027

Scale mixtures of skew-normal-Cauchy distributions

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Abstract

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Country

Chile

Related Organizations

Pontifical Catholic University of Chile. Faculty of Arts
Chile
Pontifical Catholic University of Chile
Chile
University of Birjand
Iran (Islamic Republic of)

Keywords

shape mixture, EM-algorithm, Statistics of extreme values; tail inference, heavy-tailed distributions, scale mixture skew-normal-Cauchy distributions, Multivariate distribution of statistics

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