On the scale mixtures of multivariate skew slash distributions

被引：0
|
作者：
Tian, Weizhong [1 ]
Wei, Fengrong [2 ]
机构：
[1] Eastern New Mexico Univ, Dept Math Sci, Portales, NM 88130 USA
[2] Univ West Georgia, Dept Math, Carrollton, GA USA
来源：
RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2019年 / 27卷 / 04期
关键词：
Scale mixtures of skew slash distribution; skew slash distribution; quadratic form; moment generating function; MAXIMUM-LIKELIHOOD; QUADRATIC-FORMS; SHAPE MIXTURES; RANDOM VECTORS; INFERENCE;
D O I：
10.1515/rose-2019-2021
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 paper, the scale mixtures of multivariate skew slash distributions is introduced. The probability density function with some additional properties are discussed. The first four order moments, skewness and kurtosis of this distribution are calculated. Furthermore, the first two moments of its quadratic forms are obtained. In particular, the linear transformation, stochastic representation and hierarchical representation are studied. In the end, the EM algorithm is proposed.
引用
收藏
页码：243 / 251
页数：9
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