Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions

DOI10.1007/S00180-017-0720-8zbMath1417.62133OpenAlexW2592888733MaRDI QIDQ1695527

Mengqian Chen, Ya-Hui Wang, Jian-Qing Shi, Chun-Zheng Cao

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0720-8

zbMATH Keywords

robustnessEM algorithmmaximum likelihood estimatesscale mixtures of skew-normal distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (2)

Improved likelihood ratio tests in a measurement error model for multivariate replicated data ⋮ A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances

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