MARGINAL DISTRIBUTIONS OF FINITE MIXTURES OF MULTIVARIATE NORMAL DISTRIBUTIONS

Shape 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...

Finite Mixtures of Multivariate Skew Laplace Distributions

In this paper, we propose finite mixtures of multivariate skew Laplace distributions to model both skewness and heavy-tailedness in the heterogeneous data sets. The maximum likelihood estimators for the parameters of interest are obtained by using the EM algorithm. We give a small simulation study and a real data example to illustrate the performance of the proposed mixture model.

Finite Mixture Distributions with Skew Normal Components

This article has no abstract.

Characteristic functions of scale mixtures of multivariate skew-normal distributions

Practical Identifiability of Finite Mixtures of Multivariate Bernoulli Distributions

The class of finite mixtures of multivariate Bernoulli distributions is known to be nonidentifiable; that is, different values of the mixture parameters can correspond to exactly the same probability distribution. In principle, this would mean that sample estimates using this model would give rise to different interpretations. We give empirical support to the fact that estimation of this class ...