skewMLRM

MaRDI QIDQ108681CRANFDO

Authors Diego I. Gallardo, Clecio Ferreira, Camila Zeller

Last update 5 April 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.6, PACKAGES.rds, 1.0, 1.1, 1.2, 1.3, 1.4, 1.5, 1.7

Description

Provide data generation and estimation tools for the multivariate scale mixtures of normal presented in Lange and Sinsheimer (1993) <doi:10.2307/1390698>, the multivariate scale mixtures of skew-normal presented in Zeller, Lachos and Vilca (2011) <doi:10.1080/02664760903406504>, the multivariate skew scale mixtures of normal presented in Louredo, Zeller and Ferreira (2021) <doi:10.1007/s13571-021-00257-y> and the multivariate scale mixtures of skew-normal-Cauchy presented in Kahrari et al. (2020) <doi:10.1080/03610918.2020.1804582>.

Cites work

• Estimation and Influence Diagnostics for the Multivariate Linear Regression Models with Skew Scale Mixtures of Normal Distributions
• Local influence analysis for regression models with scale mixtures of skew-normal distributions
• Normal/Independent Distributions and Their Applications in Robust Regression
• Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions

Cited in

(2)

• tpn
• rregm

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