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

被引：40

作者：

Maleki, Mohsen ^{[1
]}

Mahmoudi, Mohammad Reza ^{[2
]}

机构：

[1] Shiraz Univ, Dept Stat, Shiraz, Iran

[2] Fasa Univ, Dept Stat, Coll Sci, Fasa, Iran

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 24期

关键词：

ECME algorithm; Kurtosis; Maximum likelihood estimates; Scale mixtures of normal family; Skewness; Stochastic representation; Two-piece distributions; SKEW-NORMAL DISTRIBUTION; MAXIMUM-LIKELIHOOD; INFERENCE; ALGORITHM; ECM; EM;

D O I：

10.1080/03610926.2017.1295160

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this work, we study the maximum likelihood (ML) estimation problem for the parameters of the two-piece (TP) distribution based on the scale mixtures of normal (SMN) distributions. This is a family of skewed distributions that also includes the scales mixtures of normal class, and is flexible enough for modeling symmetric and asymmetric data. The ML estimates of the proposed model parameters are obtained via an expectation-maximization (EM)-type algorithm.

引用

页码：12356 / 12369

页数：14

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