Multivariate normal mean-variance mixture distribution based on Lindley distribution

DOI10.1080/03610918.2017.1307400OpenAlexW2603758201MaRDI QIDQ5084783FDOQ5084783

Authors: Mehrdad Naderi, Alireza Arabpour, Ahad Jamalizadeh 

Publication date: 28 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1307400

zbMATH Keywords

generalized hyperbolic distributionECM algorithmLindley distributionnormal mean-variance mixture

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10)

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Cited In (10)

• Robust mixture regression modeling based on the normal mean-variance mixture distributions
• A robust class of multivariate fatigue distributions based on normal mean-variance mixture model
• Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model
• Title not available (Why is that?)
• Study on the generalized three-parameter Lindley distribution
• Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions
• Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
• Time series clustering based on latent volatility mixture modeling with applications in finance
• Introducing a family of distributions by using the class of normal mean-variance mixture
• Multivariate measurement error models with normal mean-variance mixture distributions

Uses Software

• QRM

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