Skew scale mixtures of normal distributions: properties and estimation

From MaRDI portal
Publication:537476

DOI10.1016/j.stamet.2010.09.001zbMath1213.62023OpenAlexW1995992532MaRDI QIDQ537476

Clécio Da Silva Ferreira, Heleno Bolfarine, Victor Hugo Lachos

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2010.09.001



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (42)

Nonlinear mixed-effects models with scale mixture of skew-normal distributionsForecasting interest rate volatility of the United Kingdom: evidence from over 150 years of dataInference and diagnostics for heteroscedastic nonlinear regression models under skew scale mixtures of normal distributionsA skew-normal mixture of joint location, scale and skewness modelsLikelihood-based inference for multivariate skew scale mixtures of normal distributionsA family of autoregressive conditional duration models applied to financial dataThe extended slash distribution of the sum of two independent logistic random variablesEstimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributionsEstimation and diagnostic for partially linear models with first-order autoregressive skew-normal errorsLinear mixed models based on skew scale mixtures of normal distributionsDimension-wise scaled normal mixtures with application to finance and biometryInfluence diagnostics for Student-tcensored linear regression modelsOn some study of skew-t distributionsNonlinear regression models based on the normal mean-variance mixture of Birnbaum-Saunders distributionGamma mixture of generalized error distributionFinite mixture modeling using shape mixtures of the skew scale mixtures of normal distributionsCalibration model with skew scale mixtures of normal distributionsMaximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representationPartially linear models with \(p\)-order autoregressive skew-normal errorsA generalized normal scores test that increases the power of a test of significance for a coefficient in a linear modelModel-based clustering and classification using mixtures of multivariate skewed power exponential distributionsThe location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approachUnnamed ItemSkew-normal distribution for growth curve models in presence of a heteroscedasticity structureAsymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributionsShape mixtures of skew-\(t\)-normal distributions: characterizations and estimationNonlinear regression models under skew scale mixtures of normal distributionsScale and shape mixtures of multivariate skew-normal distributionsSemi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distributionSkew Gaussian Process for Nonlinear RegressionThe multivariate alpha skew Gaussian distributionLinear regression models with slash-elliptical errorsA general class of scale-shape mixtures of skew-normal distributions: properties and estimationThe Mean-shift Outlier Model under Skew Normal DistributionInference and diagnostics in skew scale mixtures of normal regression modelsMean-shift outliers model in skew scale-mixtures of normal distributionsA generalization of the slash half normal distribution: properties and inferencesOn a new class of skewed Birnbaum-Saunders modelsA hybrid scan Gibbs sampler for Bayesian models with latent variablesVariance-mean mixture of the multivariate skew normal distributionLinear censored regression models with skew scale mixtures of normal distributionsModelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions



Cites Work


This page was built for publication: Skew scale mixtures of normal distributions: properties and estimation