Finite Mixtures of Multivariate Skew Laplace Distributions

zbMath1478.62119arXiv1702.00628MaRDI QIDQ5023002

Fatma Zehra Dogru, Olcay Arslan, Y. Murat Bulut

Publication date: 20 January 2022

Abstract: In this paper, we propose finite mixtures of multivariate skew Laplace distributions to model both skewness and heavy-tailedness in the heterogeneous data sets. The maximum likelihood estimators for the parameters of interest are obtained by using the EM algorithm. We give a small simulation study and a real data example to illustrate the performance of the proposed mixture model.

Full work available at URL: https://arxiv.org/abs/1702.00628

zbMATH Keywords

EM algorithmmultivariate mixture modelML estimationMSL

Mathematics Subject Classification ID

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

Related Items (1)

Skew Laplace Finite Mixture Modelling

This page was built for publication: Finite Mixtures of Multivariate Skew Laplace Distributions