FINITE MIXTURES OF MULTIVARIATE SKEW LAPLACE DISTRIBUTIONS

* 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 stud...

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Bibliographic Details
Published inRevstat Vol. 19; no. 1; p. 35
Main Authors Dogru, Fatma Zehra, Bulut, Y. Murat, Arslan, Gloay
Format Journal Article
LanguageEnglish
Published Instituto Nacional de Estatistica 01.01.2021
Instituto Nacional de Estatística | Statistics Portugal
Subjects
Algorithms
Analysis
Data mining
EM algorithm
ML estimation
MSL
multivariate mixture model
Online AccessGet full text
ISSN1645-6726
2183-0371
DOI10.57805/revstat.v19i1.330

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