Two-piece location-scale distributions based on scale mixtures of normal family

DOI10.1080/03610926.2017.1295160zbMATH Open1384.62068OpenAlexW2589764326MaRDI QIDQ4606476FDOQ4606476

Authors: Mohsen Maleki, Mohammed Reza Mahmoudi 

Publication date: 7 March 2018

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1295160

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zbMATH Keywords

kurtosisskewnesstwo-piece distributionsmaximum likelihood estimatesstochastic representationECME algorithmscale mixtures of normal family

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Applications of statistics to environmental and related topics (62P12)

Cites Work

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• The epsilon-skew-normal distribution for analyzing near-normal data
• Maximum likelihood estimation via the ECM algorithm: A general framework
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• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Statistical inference for a general class of asymmetric distributions
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• Methods for the two-piece normal distribution
• Mean, median, mode
• Inference in two-piece location-scale models with Jeffreys priors
• Large-Sample Inference for the Epsilon-Skew-t Distribution
• Estimation of autoregressive models with epsilon-skew-normal innovations
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
• Bayesian approach to epsilon-skew-normal family

Cited In (19)

• A robust class of nonlinear autoregressive models with regression function and dependent innovations using semiparametric kernel estimation
• Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
• Loss-based approach to two-piece location-scale distributions with applications to dependent data
• A flexible class of parametric distributions for Bayesian linear mixed models
• Robust mixture regression modeling based on two-piece scale mixtures of normal distributions
• Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework
• Robust mixture modeling based on two-piece scale mixtures of normal family
• Autoregressive processes with generalized hyperbolic innovations
• Time series models based on the unrestricted skew-normal process
• Robust clustering of COVID-19 cases across U.S. counties using mixtures of asymmetric time series models with time varying and freely indexed covariates
• A robust class of homoscedastic nonlinear regression models
• A flexible reduced logarithmic-\(X\) family of distributions with biomedical analysis
• Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
• The two-piece normal-Laplace distribution
• Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models
• Methods for the two-piece normal distribution
• Symmetrical and asymmetrical mixture autoregressive processes
• A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models
• The skew-reflected-Gompertz distribution for analyzing symmetric and asymmetric data

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