Scale and shape mixtures of multivariate skew-normal distributions

DOI10.1016/j.jmva.2018.02.007zbMath1499.62161OpenAlexW2790208659MaRDI QIDQ1749985

Clécio S. Ferreira, Reinaldo B. Arellano-Valle, 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

EM-algorithmskew-normal distributionscale mixtures of normal distributionsscale mixtures of skew-normal distributionsskew scale mixtures of normal distributionsshape mixtures of skew-normal distributions

Mathematics Subject Classification ID

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

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Uses Software

• R
• sn

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