An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses

DOI10.1007/S40300-021-00227-4OpenAlexW4210318619MaRDI QIDQ2168555

Larissa A. Matos, Christian E. Galarza, Victor Hugo Lachos

Publication date: 31 August 2022

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-021-00227-4

zbMATH Keywords

EM algorithmtruncated distributionsextended skew-normal distributioncensored dataa

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Likelihood-based inference for the multivariate skew-\(t\) regression with censored or missing responses ⋮ Moments and random number generation for the truncated elliptical family of distributions ⋮ MomTrunc

Uses Software

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• mvtnorm
• sn
• tlmec
• CensMFM
• tlrmvnmvt

Cites Work

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• A pairwise pseudo‐likelihood approach for left‐truncated and interval‐censored data under the Cox model

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