Scale and shape mixtures of multivariate skew-normal distributions

DOI10.1016/J.JMVA.2018.02.007MaRDI QIDQ1749985zbMATH OpenOpenAlexFDO

Authors Reinaldo B. Arellano-Valle, Clécio S. Ferreira, Marc G. Genton

Publication date 17 May 2018

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

Full work available at URL http://hdl.handle.net/10754/627215

zbMATH Keywords

scale mixtures of skew-normal distributionsskew-normal distributionEM-algorithmscale mixtures of normal distributionsskew scale mixtures of normal distributionsshape mixtures of skew-normal distributions

Mathematics Subject Classification ID

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

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Cited in

(47)

• Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
• A new class of symmetric distributions including the elliptically symmetric logistic
• Likelihood-based inference for multivariate skew scale mixtures of normal distributions
• On the canonical form of scale mixtures of skew-normal distributions
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• Linear censored regression models with skew scale mixtures of normal distributions
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• Dimension-wise scaled normal mixtures with application to finance and biometry
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• Scale and shape mixtures of matrix variate extended skew normal distributions
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