Maximum likelihood parameter estimation for the multivariate skew-slash distribution

DOI10.1016/J.SPL.2009.07.009zbMATH Open1171.62037OpenAlexW2023666158MaRDI QIDQ734699FDOQ734699

Authors: Olcay Arslan 

Publication date: 13 October 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.009

Recommendations

• A family of skew-slash distributions and estimation of its parameters via an EM algorithm
• On the scale mixtures of multivariate skew slash distributions
• Maximum likelihood estimation for multivariate skew normal mixture models
• An alternative multivariate skew Laplace distribution: properties and estimation
• The multivariate skew-slash distribution

zbMATH Keywords

cDNA microarray data setsMartin Marietta data

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Normal Variance-Mean Mixtures and z Distributions
• Title not available (Why is that?)
• Inferential Aspects of the Skew Exponential Power Distribution
• The multivariate skew-slash distribution
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Title not available (Why is that?)
• A new family of slash-distributions with elliptical contours
• An alternative multivariate skew-slash distribution
• Error Distribution for Gene Expression Data
• The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
• Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
• A generalization of the multivariate slash distribution
• INCOMPLETE BESSEL FUNCTIONS. I
• The skew generalized \(t\) (SGT) distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation

Cited In (20)

• On the robustness of an epsilon skew extension for Burr III distribution on the real line
• Slash distributions of the sum of independent logistic random variables
• An extension of the half-normal distribution
• A family of skew-slash distributions and estimation of its parameters via an EM algorithm
• A new family of multivariate slash distributions
• The multivariate skew-slash distribution
• A new family of multivariate skew slash distribution
• A skew extension of the slash distribution via beta-normal distribution
• Slash distributions, generalized convolutions, and extremes
• Variance-mean mixture of the multivariate skew normal distribution
• A generalization of the slash half normal distribution: properties and inferences
• Parameter estimates for two-way repeated measurement MANOVA based on multivariate Laplace distribution
• On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*
• Likelihood ratio test change-point detection in the skew slash distribution
• On the scale mixtures of multivariate skew slash distributions
• Matrix variate slash distribution
• The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach
• One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
• Location-scale mixture of skew-elliptical distributions: looking at the robust modeling
• The multivariate asymmetric slash Laplace distribution and its applications

Uses Software

• QRM

This page was built for publication: Maximum likelihood parameter estimation for the multivariate skew-slash distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q734699)