Likelihood-based inference for multivariate skew scale mixtures of normal distributions

DOI10.1007/s10182-016-0266-zzbMath1443.62133OpenAlexW2292435437MaRDI QIDQ1622087

Clécio S. Ferreira, Heleno Bolfarine, Victor Hugo Lachos

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-016-0266-z

zbMATH Keywords

EM algorithmskew distributionsECME algorithmmultivariate scale mixtures of normal distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions, Linear mixed models based on skew scale mixtures of normal distributions, A new robust class of skew elliptical distributions, Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions, Scale and shape mixtures of multivariate skew-normal distributions, The multivariate alpha skew Gaussian distribution, Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions, On the scale mixtures of multivariate skew slash distributions, Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions, Linear censored regression models with skew scale mixtures of normal distributions

Uses Software

• R

Cites Work

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