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)

Full work available at URL https://doi.org/10.1515/MCMA-2024-2003

zbMATH Keywords

EM-type algorithmGibbs samplinglinear regression modelsMCMC methodshape mixtures of skew-normal distribution

Mathematics Subject Classification ID

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

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• Finite mixture modelling using the skew normal distribution
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