Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation

DOI10.1007/s00180-021-01079-2zbMath1505.62267OpenAlexW3129938260MaRDI QIDQ2667023

Vahid Amirzadeh, Abbas Mahdavi, Ahad Jamalizadeh, Tsung I. Lin

Publication date: 23 November 2021

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

Full work available at URL: https://doi.org/10.1007/s00180-021-01079-2

zbMATH Keywords

Bessel functionEM-type algorithmsskew-symmetric distributiontruncated normal distributionexponential-power distributionscale-shape mixtures

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)

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