Identifiability of two‐component skew normal mixtures with one known component

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 Mixture Distributions with Skew Normal Components

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Characteristic functions of scale mixtures of multivariate skew-normal distributions

Nonparametric Identifiability of Finite Mixtures

Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with contaminated sampling models and models with multiple equilibria. Most of the currently available estimation methods for mixtures are entirely parametric; o...

On the multivariate Skew-Normal distribution and its scale mixtures

In this paper we study the multivariate skew-normal distribution and its scale mixtures, as extensions of the similar non-skewed distributions. Different parameterizations and some properties are investigated. ∗ Subject Classification: 60E05.