Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions

DOI10.1007/S11222-018-9815-5zbMath1430.62105DBLPjournals/sac/MalekiWA19OpenAlexW2804766098WikidataQ62763496 ScholiaQ62763496MaRDI QIDQ2329775

Darren Wraith, Mohsen Maleki, Reinaldo B. Arellano-Valle

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-018-9815-5

zbMATH Keywords

Bayesian analysisMCMCskew-normalfinite mixturesgeneralized hyperbolic distributionunrestricted skew-normal generalized hyperbolic family

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

Related Items (12)

Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations ⋮ Autoregressive processes with generalized hyperbolic innovations ⋮ A finite mixture model for multiple dependent competing risks with applications of automotive warranty claims data ⋮ Time series models based on the unrestricted skew-normal process ⋮ Robust mixture regression modeling based on two-piece scale mixtures of normal distributions ⋮ Asymmetric heavy-tailed vector auto-regressive processes with application to financial data ⋮ Flexible Modelling via Multivariate Skew Distributions ⋮ Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions ⋮ Robust mixture modeling based on two-piece scale mixtures of normal family ⋮ An overview of skew distributions in model-based clustering ⋮ Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework ⋮ Symmetrical and asymmetrical mixture autoregressive processes

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