QuantileGH

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Quantile Least Mahalanobis Distance Estimator for Tukey g-&-h Mixture

Tingting Zhan

Last update: 16 October 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.3, 0.1.0, 0.1.1, 0.1.2, 0.1.4, 0.1.5

Description

Functions for simulation, estimation, and model selection of finite mixtures of Tukey's g-and-h distributions.

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