Finite Mixtures of Multivariate Skew Laplace Distributions

Autor:	Fatma Zehra Doğru, Y. Murat Bulut, Olcay Arslan
Jazyk:	angličtina
Rok vydání:	2021
Předmět:	EM algorithm ML estimation multivariate mixture model MSL Statistics HA1-4737 Probabilities. Mathematical statistics QA273-280
Zdroj:	Revstat Statistical Journal, Vol 19, Iss 1 (2021)
Druh dokumentu:	article
ISSN:	1645-6726 2183-0371
DOI:	10.57805/revstat.v19i1.330
Popis:	This paper proposes finite mixtures of multivariate skew Laplace distributions in order to model both skewness and heavy-tailedness in heterogeneous data sets. Maximum likelihood estimators for the parameters of interest are obtained using the EM algorithm. The paper offers a small simulation study and a real data example to illustrate the performance of the proposed mixture model.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/5543e303297d411592fd64d019ea5193 Zobrazit plný text záznamu View record in DOAJ