Scale mixtures of skew-normal-Cauchy distributions

DOI10.1016/j.spl.2017.02.027zbMath1463.62151OpenAlexW2593443367MaRDI QIDQ2405912

Reinaldo B. Arellano-Valle, Fatemeh Yousefzadeh, M. Rezaei, F. Kahrari

Publication date: 28 September 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.02.027

zbMATH Keywords

heavy-tailed distributionsEM-algorithmshape mixturescale mixture skew-normal-Cauchy distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Statistics of extreme values; tail inference (62G32)

Related Items (8)

Model-based computed tomography image estimation: partitioning approach ⋮ Gamma mixture of generalized error distribution ⋮ On the modified skew-normal-Cauchy distribution: properties, inference and applications ⋮ Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution ⋮ Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions ⋮ Scale and shape mixtures of multivariate skew-normal distributions ⋮ On the scale mixtures of multivariate skew slash distributions ⋮ Skew-normal-Cauchy linear mixed models

Cites Work

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• On the multivariate skew-normal-Cauchy distribution
• Generalized skew-elliptical distributions and their quadratic forms
• Shape mixtures of multivariate skew-normal distributions
• On fundamental skew distributions
• Skew normal measurement error models
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• A general class of multivariate skew-elliptical distributions

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