Skew scale mixtures of normal distributions: properties and estimation

DOI10.1016/J.STAMET.2010.09.001zbMATH Open1213.62023OpenAlexW1995992532MaRDI QIDQ537476FDOQ537476

Authors: Clécio Da Silva Ferreira, Heleno Bolfarine, V. H. 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

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zbMATH Keywords

EM algorithmskewnessskew-\(t\) normal distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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Cited In (57)

• Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
• The flexible transmuted record type-scale mixture of normal family and its AR(1) extension
• Methods for generating families of univariate continuous distributions in the recent decades
• Linear censored regression models with skew scale mixtures of normal distributions
• Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions
• Analysis of antibody data using skew-normal and skew-\(t\) mixture models
• Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions
• A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model
• Calibration model with skew scale mixtures of normal distributions
• Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions
• Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
• Likelihood-based inference for multivariate skew scale mixtures of normal distributions
• Scale and shape mixtures of multivariate skew-normal distributions
• A family of skew-slash distributions and estimation of its parameters via an EM algorithm
• Partially linear models with \(p\)-order autoregressive skew-normal errors
• Influence diagnostics for Student-\(t\) censored linear regression models
• A New Extended Mixture Skew Normal Distribution, With Applications
• Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions
• Inference and diagnostics in skew scale mixtures of normal regression models
• Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation
• A hybrid scan Gibbs sampler for Bayesian models with latent variables
• A skew-normal mixture of joint location, scale and skewness models
• Estimation for a family of skew scale-mixture distributions
• On some study of skew-\(t\) distributions
• Corrigendum to ``A note on scale mixtures of skew normal distribution
• Mean-shift outliers model in skew scale-mixtures of normal distributions
• Skew-normal distribution for growth curve models in presence of a heteroscedasticity structure
• The multivariate alpha skew Gaussian distribution
• Nonlinear regression models based on the normal mean-variance mixture of Birnbaum-Saunders distribution
• Dimension-wise scaled normal mixtures with application to finance and biometry
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Linear regression models with slash-elliptical errors
• Robust mixture modeling based on scale mixtures of skew-normal distributions
• Variance-mean mixture of the multivariate skew normal distribution
• A generalization of the slash half normal distribution: properties and inferences
• Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data
• A family of autoregressive conditional duration models applied to financial data
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• Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions
• Characteristic functions of scale mixtures of multivariate skew-normal distributions
• The mean-shift outlier model under skew normal distribution
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• Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution
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• Statistical simulation based on right skewed distributions
• On a new class of skewed Birnbaum-Saunders models
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• Inference and diagnostics for heteroscedastic nonlinear regression models under skew scale mixtures of normal distributions
• Nonlinear mixed-effects models with scale mixture of skew-normal distributions
• Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions
• Linear orderings of the scale mixtures of the multivariate skew-normal distribution
• A general class of scale-shape mixtures of skew-normal distributions: properties and estimation
• Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions
• Nonlinear regression models under skew scale mixtures of normal distributions
• Gamma mixture of generalized error distribution

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