Identifiability of two-component skew normal mixtures with one known component

DOI10.1111/SJOS.12377zbMATH Open1443.62135arXiv1801.00038OpenAlexW2916034738WikidataQ128335925 ScholiaQ128335925MaRDI QIDQ3299019FDOQ3299019

Authors:

Publication date: 17 July 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Abstract: We give sufficient identifiability conditions for estimating mixing proportions in two-component mixtures of skew normal distributions with one known component. We consider the univariate case as well as two multivariate extensions: a multivariate skew normal distribution (MSN) by Azzalini and Dalla Valle (1996) and the canonical fundamental skew normal distribution (CFUSN) by Arellano-Valle and Genton (2005). The characteristic function of the CFUSN distribution is additionally derived.

Full work available at URL: https://arxiv.org/abs/1801.00038

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zbMATH Keywords

characteristic functionidentifiabilitytwo-component mixtureskew normalone known component

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cited In (1)

• Bimodal normal distribution: extensions and applications

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