Abstract
In this paper, we introduce an extension of the sinh Cauchy distribution including a double regression model for both the quantile and scale parameters. This model can assume different shapes: unimodal or bimodal, symmetric or asymmetric. We discuss some properties of the model and perform a simulation study in order to assess the performance of the maximum likelihood estimators in finite samples. A real data application is also presented.
Subject
Physics and Astronomy (miscellaneous),General Mathematics,Chemistry (miscellaneous),Computer Science (miscellaneous)
Cited by
2 articles.
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