Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation

DOI10.1007/s00180-018-0835-6zbMath1417.62027OpenAlexW2889153642MaRDI QIDQ1729348

Ahad Jamalizadeh, Mostafa Tamandi, Tsung I. Lin

Publication date: 27 February 2019

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

Full work available at URL: https://doi.org/10.1007/s00180-018-0835-6

zbMATH Keywords

asymmetryrobustnessobserved information matrixskew-symmetrictruncated normalECME algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution ⋮ Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions ⋮ Mixture regression modelling based on the shape mixtures of skew Laplace normal distribution ⋮ A robust Birnbaum-Saunders regression model based on asymmetric heavy-tailed distributions ⋮ Finite mixtures of skew Laplace normal distributions with random skewness

Uses Software

• sn

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