Skewness and mixtures of normal distributions

DOI10.1080/03610928808829848zbMath0696.62062OpenAlexW2131692918MaRDI QIDQ3473032

M. Anthony Schork, Nicholas J. Schork

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829848

zbMATH Keywords

likelihood ratio testmaximum likelihood estimationMonte Carlo studyskewed distributionsnormalizing transformationsmixture distributions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Related Items (5)

A LILLIEFORS TEST OF FIT TO THE TWO-COMPONENT HOMOSCEDASTIC NORMAL MIXTURE ⋮ Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers ⋮ Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions ⋮ Flexible mixture modeling via the multivariate \(t\) distribution with the Box-Cox transformation: an alternative to the skew-\(t\) distribution ⋮ The null distribution of the likelihood ratio test for a mixture of two normals after a restricted box-cox transformation

Cites Work

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• The dip test of unimodality
• Statistical analysis of finite mixture distributions
• Skewness in Commingled Distributions
• Estimating the components of a mixture of normal distributions
• On the Modes of a Mixture of Two Normal Distributions
• A graphical method for the analysis of statistical distributions into two normal components

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