Inference and further probabilistic properties of the SUN_n,2-distribution

DOI10.1007/S00362-014-0625-3zbMATH Open1416.62283OpenAlexW2182819456MaRDI QIDQ894864FDOQ894864

Authors: Mehdi Amiri, Ahad Jamalizadeh, Mina Towhidi 

Publication date: 24 November 2015

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0625-3

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zbMATH Keywords

maximum likelihood estimationskewnessshape mixtureEM-type algorithmmultivariate normal-skew-normal distributionmultivariate SUN distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Title not available (Why is that?)
• The nontruncated marginal of a truncated bivariate normal distribution
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• A unified view on skewed distributions arising from selections
• Standard errors of fitted component means of normal mixture
• On the Unification of Families of Skew-normal Distributions
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Finite mixture modelling using the skew normal distribution
• Measures of multivariate skewness and kurtosis with applications
• Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution
• Shape mixtures of multivariate skew-normal distributions
• Multivariate unified skew-elliptical distributions
• A New Class of Skew-Normal Distributions
• Hidden truncation models
• An alternative multivariate skew Laplace distribution: properties and estimation
• Multivariate measures of skewness for the skew-normal distribution
• A new class of skew-symmetric distributions and related families
• The skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
• Least squares estimation for critical random coefficient first-order autoregressive processes

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