A monotone data augmentation algorithm for longitudinal data analysis via multivariate skew-t, skew-normal or t distributions
نویسندگان
چکیده
منابع مشابه
A block EM algorithm for multivariate skew normal and skew t-mixture models
Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very timeconsuming due to the complicated expressions involved in the E-step that are numerically expensive to evaluate. A more time-efficient implementation of the EM algo...
متن کاملTail dependence in bivariate skew-Normal and skew-t distributions
Quantifying dependence between extreme values is a central problem in many theoretical and applied studies. The main distinction is between asymptotically independent and asymptotically dependent extremes, with important theoretical examples of these general limiting classes being the extremal behaviour of a bivariate Normal distribution, for asymptotic independence, and of the bivariate t dist...
متن کاملShape mixtures of multivariate skew-normal distributions
Classes of shape mixtures of independent and dependent multivariate skew-normal distributions are considered and some of their main properties are studied. If interpreted from a Bayesian point of view, the results obtained in this paper bring tractability to the problem of inference for the shape parameter, that is, the posterior distribution can be written in analytic form. Robust inference fo...
متن کاملMultivariate extremes of generalized skew-normal distributions
We explore extremal properties of a family of skewed distributions extended from the multivariate normal distribution by introducing a skewing function π . We give sufficient conditions on the skewing function for the pairwise asymptotic independence to hold. We apply our results to a special case of the bivariate skew-normal distribution and finally support our conclusions by a simulation stud...
متن کاملMultivariate extended skew - t distributions and related families
A class of multivariate extended skew-t (E ST ) distributions is introduced and studied in detail, along with closely related families such as the subclass of extended skew-normal distributions. Besides mathematical tractability and modeling flexibility in terms of both skewness and heavier tails than the normal distribution, the most relevant properties of the E ST distribution include closure...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistical Methods in Medical Research
سال: 2019
ISSN: 0962-2802,1477-0334
DOI: 10.1177/0962280219865579