A general class of scale-shape mixtures of skew-normal distributions: properties and estimation

DOI10.1007/S00180-016-0691-1MaRDI QIDQ154852zbMATH OpenOpenAlexFDO

Authors Ahad Jamalizadeh, Tsung-I Lin, Ahad Jamalizadeh, Tsung-I Lin

Publication date 11 October 2016

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-016-0691-1

zbMATH Keywords

asymmetrykurtosisBessel functionobserved informationskew distributionstruncated normal

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Point estimation (62F10) Multivariate distribution of statistics (62H10)

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• A general class of multivariate skew-elliptical distributions
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• Bayesian analysis of censored linear regression models with scale mixtures of normal distributions
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• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Estimating the dimension of a model
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Skew scale mixtures of normal distributions: properties and estimation
• Statistical properties of the generalized inverse Gaussian distribution
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
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• The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
• The multivariate skew-slash distribution
• Understanding some long‐tailed symmetrical distributions
• Variable selection in joint location and scale models of the skew-\(t\)-normal distribution

Cited in

(21)

• Two-piece location-scale distributions based on scale mixtures of normal family
• Likelihood-based inference for multivariate skew scale mixtures of normal distributions
• Scale and shape mixtures of multivariate skew-normal distributions
• Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions
• A New Extended Mixture Skew Normal Distribution, With Applications
• On the inevitability of a paradox in shrinkage estimation for scale mixtures of normals.
• Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation
• Corrigendum to ``A note on scale mixtures of skew normal distribution
• Mean mixtures of normal distributions: properties, inference and application
• ssmsn
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Mixture of extended Birnbaum-Saunders distributions: an approach via the mean-mixture of normal models
• Model-based computed tomography image estimation: partitioning approach
• Characteristic functions of scale mixtures of multivariate skew-normal distributions
• Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions
• Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation
• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
• Linear orderings of the scale mixtures of the multivariate skew-normal distribution
• Location-scale mixture of skew-elliptical distributions: looking at the robust modeling
• Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions
• Skew scale mixtures of normal distributions: properties and estimation

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