Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions
DOI10.1080/03610918.2020.1804582OpenAlexW3047967595MaRDI QIDQ5055137
F. Kahrari, Reinaldo B. Arellano-Valle, Clécio Da Silva Ferreira, Diego I. Gallardo
Publication date: 13 December 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1804582
EM-algorithmshape mixturemultivariate linear regression modelsscale mixtures skew-normal-Cauchy distributions
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Statistical distribution theory (62E99)
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