Scale mixtures of skew-normal-Cauchy distributions

DOI10.1016/J.SPL.2017.02.027MaRDI QIDQ2405912zbMATH OpenOpenAlexFDO

Authors F. Kahrari, Reinaldo B. Arellano-Valle, M. Rezaei, F. Yousefzadeh

Publication date 28 September 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2017.02.027

zbMATH Keywords

EM-algorithmheavy-tailed distributionsscale mixture skew-normal-Cauchy distributionsshape mixture

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Multivariate distribution of statistics (62H10)

Cites work

• A general class of multivariate skew-elliptical distributions
• Generalized skew-elliptical distributions and their quadratic forms
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• On fundamental skew distributions
• On the multivariate skew-normal-Cauchy distribution
• Shape mixtures of multivariate skew-normal distributions
• Skew normal measurement error models
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence

Cited in

(11)

• Scale and shape mixtures of multivariate skew-normal distributions
• Skew-normal-Cauchy linear mixed models
• Scale and shape mixtures of matrix variate extended skew normal distributions
• On the scale mixtures of multivariate skew slash distributions
• SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
• Model-based computed tomography image estimation: partitioning approach
• Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions
• Gamma mixture of generalized error distribution
• On the modified skew-normal-Cauchy distribution: properties, inference and applications
• Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution
• Characteristic functions of scale mixtures of multivariate skew-normal distributions

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