Skew-normal mean-variance mixture of Birnbaum-Saunders distribution and its associated inference and application

DOI10.29252/JIRSS.18.2.87MaRDI QIDQ5205638zbMATH OpenOpenAlexFDO

Authors Mostafa Tamandi, Hossein Negarestani, Ahad Jamalizadeh, Mehdi Amiri

Publication date 13 December 2019

Published in Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.29252/jirss.18.2.87

zbMATH Keywords

Birnbaum-SaundersECM algorithmobserved information matrixrobustnessscale shape mixtures

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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(9)

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• Multivariate restricted skew-normal scale mixture of Birnbaum-Saunders distribution
• Estimation for a family of skew scale-mixture distributions
• A new Birnbaum-Saunders type distribution based on the skew-normal model under a centered parameterization
• Multivariate normal mean-variance mixture distribution based on Birnbaum-Saunders distribution
• A skew factor analysis model based on the normal mean-variance mixture of Birnbaum-Saunders distribution

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