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

DOI10.1515/MCMA-2024-2003MaRDI QIDQ6554574zbMATH OpenFDO

Authors Zakaria Alizadeh Ghajari, Karim Zare

Publication date 12 June 2024

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

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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• On the multivariate skew-normal-Cauchy distribution
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• The multivariate skew-normal distribution
• The skew-Cauchy distribution

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