An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
From MaRDI portal
Publication:2168555
Recommendations
- Linear censored regression models with skew scale mixtures of normal distributions
- Likelihood-based inference for the multivariate skew-t regression with censored or missing responses
- Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions
- Bayesian analysis of censored linear regression models with scale mixtures of skew-normal distributions
- Linear censored regression models with scale mixtures of normal distributions
Cites work
- A pairwise pseudo‐likelihood approach for left‐truncated and interval‐censored data under the Cox model
- Analysis of multivariate skew normal models with incomplete data
- Computation of multivariate normal and t probabilities
- Estimating the dimension of a model
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
- Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution
- Graphical models for skew‐normal variates
- Hidden truncation models
- scientific article; zbMATH DE number 4088699 (Why is no real title available?)
- scientific article; zbMATH DE number 4104359 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1865743 (Why is no real title available?)
- Influence diagnostics for Student-t censored linear regression models
- Likelihood-based inference for mixed-effects models with censored response using the multivariate-t distribution
- Likelihood-Based Inference for Multivariate Skew-Normal Regression Models
- Maximum likelihood estimation for multivariate skew normal mixture models
- Model-based clustering of censored data via mixtures of factor analyzers
- Multivariate extended skew-t distributions and related families
- Multivariate mixture modeling using skew-normal independent distributions
- On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
- On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations
- On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
- Pseudo-likelihood estimation of multivariate normal parameters in the presence of left-censored data
- Statistical Applications of the Multivariate Skew Normal Distribution
- The EM Algorithm and Extensions, 2E
- The multivariate skew-normal distribution
Cited in
(7)- Moments and random number generation for the truncated elliptical family of distributions
- MomTrunc
- Likelihood-based inference for the multivariate skew-t regression with censored or missing responses
- Conjugacy properties of multivariate unified skew-elliptical distributions
- A family of multivariate extended skew-G-elliptical distributions
- An EM algorithm for fitting matrix-variate normal distributions on interval-censored and missing data
- Clustering data with values missing at random using scale mixtures of multivariate skew-normal distributions
This page was built for publication: An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2168555)
