Sinh-arcsinh distributions: their properties and applications
The sinh-arcsinh transformation provides an attractive device with which to extend any base symmetric unimodal density, with its two parameters controlling the skewness and tailweights of the resulting sinh-arcsinhed densities. In my talk I will summarise the fundamental properties and potential applications of sinh-arcsinhed families of distributions. Their quantile-based properties are particularly appealing, and likelihood-ratio tests provide a powerful means of testing crucial hypotheses such as symmetry, normality and logisticness.
Palabras clave: likelihood-ratio tests logisticness normality quantile-based properties sinh-arcsinh transformation skewness symmetry tailweight
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