Location-scale mixture of skew-elliptical distributions: looking at the robust modeling

DOI10.1016/J.STAMET.2016.05.001zbMath1487.60029OpenAlexW2422951441MaRDI QIDQ670136

Z. Rahnamaei, Nader Nematollahi, Rahman Farnoosh

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.05.001

zbMATH Keywords

slash distributionheavy tailed distributionslocation-scale mixture distributionsskew elliptical distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35) Probability distributions: general theory (60E05)

Related Items (2)

Scale and shape mixtures of multivariate skew-normal distributions ⋮ Tail conditional moment for generalized skew-elliptical distributions

Uses Software

• QRM

Cites Work

• Robust mixture modeling based on scale mixtures of skew-normal distributions
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• The multivariate skew-slash distribution
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• On rates of convergence of efficient detection criteria in signal processing with white noise
• The multivariate skew-normal distribution
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• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A Skew Extension of the T-Distribution, with Applications
• Understanding some long‐tailed symmetrical distributions
• Moments of skew-normal random vectors and their quadratic forms
• A general class of multivariate skew-elliptical distributions
• A new look at the statistical model identification
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