EM algorithm using overparameterization for the multivariate skew-normal distribution

Author:

Abe ToshihiroORCID,Fujisawa Hironori,Kawashima Takayuki,Ley ChristopheORCID

Funder

FWO

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference22 articles.

1. A class of distributions which includes the normal ones;Azzalini;Scandinavian Journal of Statistics,1985

2. Further results on a class of distributions which includes the normal ones;Azzalini;Statistica,1986

3. The skew-normal distribution and related multivariate families;Azzalini;Scandinavian Journal of Statistics,2005

4. Statistical applications of the multivariate skew normal distribution;Azzalini;Journal of the Royal Statistical Society: Series B (Statistical Methodology),1999

5. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew-t distribution;Azzalini;Journal of the Royal Statistical Society: Series B (Statistical Methodology),2003

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3. An overview on the progeny of the skew-normal family— A personal perspective;Journal of Multivariate Analysis;2022-03

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