Scale and shape mixtures of matrix variate extended skew normal distributions

DOI10.1016/J.JMVA.2020.104649MaRDI QIDQ2196133zbMATH OpenOpenAlexFDO

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

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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Cites work

• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 954498 (Why is no real title available?)
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• A unified view on skewed distributions arising from selections
• Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
• Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data
• Elliptically contoured models in statistics and portfolio theory
• Matrix variate extended skew normal distributions
• Matrix variate skew normal distributions
• Moments and quadratic forms of matrix variate skew normal distributions
• On matrix variate skew-normal distributions
• On multivariate folded normal distribution
• On some characterizations of the \(t\)-distribution
• Scale and shape mixtures of multivariate skew-normal distributions
• The commutation matrix: Some properties and applications
• The inverse problem of multivariate and matrix-variate skew normal distributions
• The multivariate skew-slash distribution
• Three skewed matrix variate distributions

Cited in

(9)

• Scale and shape mixtures of multivariate skew-normal distributions
• On multivariate selection scale-mixtures of 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
• Variance-mean mixture of the multivariate skew normal distribution
• Characteristic functions of scale mixtures of multivariate skew-normal distributions
• Matrix variate slash distribution
• 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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