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

DOI10.1007/S00180-016-0691-1zbMATH Open1417.62030OpenAlexW2531414216MaRDI QIDQ154852FDOQ154852

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

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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)

Cites Work

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Cited In (21)

• 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
• Mixture of extended Birnbaum-Saunders distributions: an approach via the mean-mixture of normal models
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Model-based computed tomography image estimation: partitioning approach
• Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions
• Characteristic functions of scale mixtures of multivariate skew-normal distributions
• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
• Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation
• Linear orderings of the scale mixtures of the multivariate skew-normal distribution
• ssmsn
• 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
• Two-piece location-scale distributions based on scale mixtures of normal family

Uses Software

• sn
• Emmixuskew

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