Scale and shape mixtures of matrix variate extended skew normal distributions

DOI10.1016/J.JMVA.2020.104649zbMATH Open1448.62066OpenAlexW3037954194MaRDI QIDQ2196133FDOQ2196133

Authors: F. Yousefzadeh, Reinaldo B. Arellano-Valle, A. S. Rezaei 

Publication date: 28 August 2020

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104649

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zbMATH Keywords

EM algorithmmaximum likelihood estimatorskew normal distributionmatrix variate distributionsmatrix variate tail conditional expectationscale and shape mixtures

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 (6)

• Scale and shape mixtures of multivariate skew-normal distributions
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
• Three-way data clustering based on the mean-mixture of matrix-variate normal distributions
• Characteristic functions of scale mixtures of multivariate skew-normal distributions
• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
• Exponential scale mixture of matrix variate Cauchy distribution

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