Geometric scale mixtures of normal distributions

DOI10.1016/J.JMVA.2025.105430MaRDI QIDQ6982168zbMATH OpenFDO

Authors Deepak Prajapati, Sobhan Shafiei, Debasis Kundu, Ahad Jamalizadeh

Publication date 19 May 2025

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

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105430

zbMATH Keywords

heavy tailsmaximum likelihood estimatesoutliers detectionskew-normal distributionskewness

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Cites work

• A formulation for continuous mixtures of multivariate normal distributions
• A series formula for the roots of algebraic and transcendental equations.
• Authors' rejoinder on ``Birnbaum-Saunders distribution: a review of models, analysis, and applications
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Geometric skew normal distribution
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• Mixture models: theory, geometry and applications
• Model-based clustering and outlier detection with missing data
• Model-Based Gaussian and Non-Gaussian Clustering
• Multivariate geometric skew-normal distribution
• Parsimonious mixture-of-experts based on mean mixture of multivariate normal distributions
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• The multivariate skew-normal distribution
• The multivariate skew-slash distribution
• The skew-normal and related families. With the collaboration of Antonella Capitanio.

This page was built for publication: Geometric scale mixtures of normal distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6982168)