Two-Piece location-scale distributions based on scale mixtures of normal family

DOI10.1080/03610926.2017.1295160zbMath1384.62068OpenAlexW2589764326MaRDI QIDQ4606476

Mohammed Reza Mahmoudi, Mohsen Maleki

Publication date: 7 March 2018

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1295160

zbMATH Keywords

kurtosismaximum likelihood estimatesstochastic representationskewnesstwo-piece distributionsECME algorithmscale mixtures of normal family

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Exact distribution theory in statistics (62E15)

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Cites Work

• Statistical inference for a general class of asymmetric distributions
• Inference in two-piece location-scale models with Jeffreys priors
• Estimation of autoregressive models with epsilon-skew-normal innovations
• The epsilon-skew-normal distribution for analyzing near-normal data
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Large-Sample Inference for the Epsilon-Skew-t Distribution
• Methods for the two-piece normal distribution
• Mean, median, mode
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
• Bayesian approach to epsilon-skew-normal family
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