Maximum penalized likelihood estimation for skew-normal and skew-t distributions
نویسندگان
چکیده
منابع مشابه
Penalized Maximum Likelihood Estimator for Skew Normal Mixtures
Skew normal mixture models provide a more flexible framework than the popular normal mixtures for modelling heterogeneous data with asymmetric behaviors. Due to the unboundedness of likelihood function and the divergency of shape parameters, the maximum likelihood estimators of the parameters of interest are often not well defined, leading to dissatisfactory inferential process. We put forward ...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2013
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2012.06.022