Maximum likelihood estimation for multivariate skew normal mixture models

DOI10.1016/j.jmva.2008.04.010zbMath1152.62034OpenAlexW2085808540MaRDI QIDQ2519038

Tsung I. Lin

Publication date: 22 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.04.010

zbMATH Keywords

EM algorithmstochastic representationmultivariate truncated normal distributionsskew normal mixtures

Mathematics Subject Classification ID

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Uses Software

• AS 136
• QSIMVN

Cites Work

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• Algorithm AS 136: A K-Means Clustering Algorithm
• On the convergence properties of the EM algorithm
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Standard errors of fitted component means of normal mixture
• A multivariate skew normal distribution.
• Finite mixture and Markov switching models.
• Hadamard products and multivariate statistical analysis
• On fundamental skew distributions
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• The multivariate skew-normal distribution
• A new class of multivariate skew distributions with applications to bayesian regression models
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Flexible Class of Skew-Symmetric Distributions
• Bayesian Inference for Skew-normal Linear Mixed Models

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