Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions

DOI10.1016/j.jmva.2013.10.017zbMath1278.62104OpenAlexW2072827340MaRDI QIDQ392070

Camila Borelli Zeller, Celso Rômulo Barbosa Cabral, Victor Hugo Lachos

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.10.017

zbMATH Keywords

EM algorithmcomparative calibrationskew-normal distributionsskew-Student \(t\) distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items

Likelihood-based inference for multivariate skew scale mixtures of normal distributions ⋮ Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions ⋮ Multivariate measurement error models based on Student-t distribution under censored responses ⋮ Clustering with the multivariate normal inverse Gaussian distribution ⋮ Bayesian mismeasurementt-models for censored responses ⋮ Measurement error in linear regression models with fat tails and skewed errors ⋮ A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances ⋮ Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions

Uses Software

• mixsmsn
• robustbase
• sn
• SuppDists

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