Likelihood-based inference for multivariate skew scale mixtures of normal distributions

Scale mixtures of normal distributions are often used as a challenging class for statistical analysis of symmetrical data. Recently, Ferreira et al. (Stat Methodol 8:154–171, 2011 ) defined the univariate skew scale mixtures of normal distributions that offer much needed flexibility by combining bot...

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Veröffentlicht in:	Advances in statistical analysis : AStA : a journal of the German Statistical Society 2016-10, Vol.100 (4), p.421-441
Hauptverfasser:	Ferreira, Clécio S., Lachos, Víctor H., Bolfarine, Heleno
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer simulation Econometrics Economic models Economics Finance Insurance Management Mathematics and Statistics Maximum likelihood estimation Normal distribution Original Paper Probability Theory and Stochastic Processes Statistical analysis Statistics Statistics for Business
Online-Zugang:	Volltext
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