Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions

DOI10.1007/s13571-021-00257-yzbMath1493.62427OpenAlexW3155951706MaRDI QIDQ2135595

Clécio S. Ferreira, Graciliano M. S. Louredo, Camila Borelli Zeller

Publication date: 9 May 2022

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-021-00257-y

zbMATH Keywords

ECM algorithmmultivariate linear regressionskew scale mixtures of normal distributionsglobal and local influence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10) Diagnostics, and linear inference and regression (62J20)

Uses Software

• R
• ARC

Cites Work

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