Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151530 | Statistics & Probability Letters | 2016 | 9 Pages |
Abstract
We study some of the main probabilistic properties of the so called multivariate skew-normal-Cauchy distribution. Simple expressions to compute the entries of the expected Fisher information matrix of this multivariate distribution are proposed.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
F. Kahrari, M. Rezaei, F. Yousefzadeh, R.B. Arellano-Valle,