A skew-normal mixture of joint location, scale and skewness models

DOI10.1007/s11766-016-3367-2zbMath1374.62081MaRDI QIDQ2362939

Jieyi Yi, Hui-Qiong Li, Liu-Cang Wu

Publication date: 14 July 2017

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-016-3367-2

zbMATH Keywords

EM algorithm; maximum likelihood estimation; mixture regression models; scale and skewness models; mixture of joint location

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J02: General nonlinear regression

Related Items

Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions, Variable selection in finite mixture of median regression models using skew-normal distribution, Estimation for finite mixture of mode regression models using skew-normal distribution, Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution

Uses Software

• mixsmsn

Cites Work

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