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
相关论文
共 50 条
  • [21] Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions
    Lee, Sharon X.
    Lin, Tsung-, I
    McLachlan, Geoffrey J.
    [J]. ADVANCES IN DATA ANALYSIS AND CLASSIFICATION, 2021, 15 (02) : 481 - 512
  • [22] RECURRENCE RELATIONS AND RELIABILITY MEASURES IN SLASH AND SKEW-SLASH DISTRIBUTIONS
    Mehrali, Yaser
    Asadi, Majid
    Hamedani, Gholamhossein G.
    [J]. STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA, 2014, 51 (02) : 243 - 270
  • [23] Tail dependence for two skew slash distributions
    Ling, Chengxiu
    Peng, Zuoxiang
    [J]. STATISTICS AND ITS INTERFACE, 2015, 8 (01) : 63 - 69
  • [24] ON THE CANONICAL FORM OF SCALE MIXTURES OF SKEW-NORMAL DISTRIBUTIONS
    Capitanio, Antonella
    [J]. STATISTICA, 2020, 80 (02): : 145 - 160
  • [25] Moments of truncated scale mixtures of skew-normal distributions
    Lachos, Victor H.
    Garay, Aldo M.
    Cabral, Celso R. B.
    [J]. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2020, 34 (03) : 478 - 494
  • [26] Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions
    Fruehwirth-Schnatter, Sylvia
    Pyne, Saumyadipta
    [J]. BIOSTATISTICS, 2010, 11 (02) : 317 - 336
  • [27] On multivariate selection scale-mixtures of normal distributions
    Roozegar, Roohollah
    Balakrishnan, Narayanaswamy
    Bekker, Andriette
    Jamalizadeh, Ahad
    [J]. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2021, 35 (02) : 351 - 374
  • [28] Multivariate skew distributions with mode-invariance through the transformation of scale
    Toshihiro Abe
    Hironori Fujisawa
    [J]. Japanese Journal of Statistics and Data Science, 2019, 2 : 529 - 544
  • [29] Multivariate skew distributions with mode-invariance through the transformation of scale
    Abe, Toshihiro
    Fujisawa, Hironori
    [J]. JAPANESE JOURNAL OF STATISTICS AND DATA SCIENCE, 2019, 2 (02) : 529 - 544
  • [30] Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
    Amiri, Mehdi
    Balakrishnan, Narayanaswamy
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2022, 402
12345