An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses

DOI10.1007/S40300-021-00227-4OpenAlexW4210318619MaRDI QIDQ2168555FDOQ2168555

Authors: Christian E. Galarza, Larissa A. Matos, V. H. Lachos 

Publication date: 31 August 2022

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-021-00227-4

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zbMATH Keywords

EM algorithmtruncated distributionsextended skew-normal distributioncensored dataa

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Multivariate mixture modeling using skew-normal independent distributions
• Likelihood-based inference for mixed-effects models with censored response using the multivariate-\(t\) distribution
• Statistical Applications of the Multivariate Skew Normal Distribution
• Estimating the dimension of a model
• On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations
• Title not available (Why is that?)
• Computation of multivariate normal and \(t\) probabilities
• The EM Algorithm and Extensions, 2E
• Title not available (Why is that?)
• Graphical models for skew‐normal variates
• Multivariate extended skew-\(t\) distributions and related families
• Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution
• Maximum likelihood estimation for multivariate skew normal mixture models
• Title not available (Why is that?)
• The multivariate skew-normal distribution
• Likelihood-Based Inference for Multivariate Skew-Normal Regression Models
• Title not available (Why is that?)
• On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
• Hidden truncation models
• On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
• Analysis of multivariate skew normal models with incomplete data
• Influence diagnostics for Student-\(t\) censored linear regression models
• Model-based clustering of censored data via mixtures of factor analyzers
• Pseudo-likelihood estimation of multivariate normal parameters in the presence of left-censored data
• A pairwise pseudo‐likelihood approach for left‐truncated and interval‐censored data under the Cox model
• Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities

Cited In (4)

• Likelihood-based inference for the multivariate skew-\(t\) regression with censored or missing responses
• Conjugacy properties of multivariate unified skew-elliptical distributions
• MomTrunc
• Moments and random number generation for the truncated elliptical family of distributions

Uses Software

• R
• mvtnorm
• tlrmvnmvt
• sn
• tlmec
• CensMFM

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