Shape mixtures of skew-t-normal distributions: characterizations and estimation

DOI10.1007/S00180-018-0835-6MaRDI QIDQ1729348zbMATHOpenAlexFDO

Authors Mostafa Tamandi, Ahad Jamalizadeh, Tsung-I Lin

Publication date 27 February 2019

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-018-0835-6

zbMATH Keywords

asymmetryrobustnessobserved information matrixtruncated normalskew-symmetricECME algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Characterization and structure theory of statistical distributions (62E10)

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• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
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Cited in

(20)

• Shape mixtures of multivariate skew-normal distributions
• Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution
• Mixture regression modelling based on the shape mixtures of skew Laplace normal distribution
• A mixture of generalized Tukey's \(g\) distributions
• Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
• Distributions with Generalized Skewed Conditionals and Mixtures of Such Distributions
• Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis
• A general class of scale-shape mixtures of skew-normal distributions: properties and estimation
• A robust Birnbaum-Saunders regression model based on asymmetric heavy-tailed distributions
• Numerical characteristics and parameter estimation of finite mixed generalized normal distribution
• The skew generalized \(t\) (SGT) distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
• Skewness and mixtures of normal distributions
• Finite mixtures of skew Laplace normal distributions with random skewness
• Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution
• Parameter estimation for mixtures of skew Laplace normal distributions and application in mixture regression modeling
• Compound truncated Poisson normal distribution: mathematical properties and moment estimation
• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation
• Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
• Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions

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