Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling

DOI10.1515/mcma-2024-2003zbMATH Open1545.62002MaRDI QIDQ6554574

Karim Zare, [[Person:6552933|Author name not available (Why is that?)]], Zakaria Alizadeh Ghajari

Publication date: 12 June 2024

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

EM-type algorithm MCMC method Gibbs sampling linear regression models shape mixtures of skew-normal distribution

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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