Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications

DOI10.1007/S42952-022-00196-YMaRDI QIDQ6101012zbMATH OpenOpenAlexFDO

Authors Fatma Zehra Dogru, Olcay Arslan

Publication date 20 June 2023

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

Full work available at URL https://doi.org/10.1007/s42952-022-00196-y

zbMATH Keywords

EM algorithmLaplace distributionML estimationvariance-mean mixtureweighted gamma distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

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• Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits

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