Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling

DOI10.1515/MCMA-2024-2003zbMATH Open1545.62002MaRDI QIDQ6554574FDOQ6554574

Authors: Zakaria Alizadeh Ghajari, Karim Zare 

Publication date: 12 June 2024

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

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zbMATH Keywords

linear regression modelsGibbs samplingMCMC methodEM-type algorithmshape mixtures of skew-normal distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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