Scale and shape mixtures of matrix variate extended skew normal distributions
DOI10.1016/j.jmva.2020.104649zbMath1448.62066OpenAlexW3037954194MaRDI QIDQ2196133
Fatemeh Yousefzadeh, Reinaldo B. Arellano-Valle, A. S. Rezaei
Publication date: 28 August 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104649
EM algorithmmaximum likelihood estimatorskew normal distributionmatrix variate distributionsmatrix variate tail conditional expectationscale and shape mixtures
Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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