Maximum likelihood estimation for multivariate skew normal mixture models

DOI10.1016/j.jmva.2008.04.010zbMath1152.62034OpenAlexW2085808540MaRDI QIDQ2519038

Tsung I. Lin

Publication date: 22 January 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.04.010

zbMATH Keywords

EM algorithmstochastic representationmultivariate truncated normal distributionsskew normal mixtures

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

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Uses Software

• AS 136
• QSIMVN

Cites Work

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• Algorithm AS 136: A K-Means Clustering Algorithm
• On the convergence properties of the EM algorithm
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Standard errors of fitted component means of normal mixture
• A multivariate skew normal distribution.
• Finite mixture and Markov switching models.
• Hadamard products and multivariate statistical analysis
• On fundamental skew distributions
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Statistical analysis of finite mixture distributions
• The multivariate skew-normal distribution
• A new class of multivariate skew distributions with applications to bayesian regression models
• Finite mixture models
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Flexible Class of Skew-Symmetric Distributions
• Bayesian Inference for Skew-normal Linear Mixed Models

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