Maximum likelihood estimation for multivariate skew normal mixture models

Tsung‐I Lin

doi:10.1016/j.jmva.2008.04.010

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Maximum likelihood estimation for multivariate skew normal mixture models

Tsung‐I Lin

Year: 2008 Journal: Journal of Multivariate Analysis Vol: 100 (2)Pages: 257-265 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2008.04.010

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Keywords:

Mathematics Maximum likelihood Multivariate normal distribution Expectation–maximization algorithm Multivariate statistics Maximum likelihood sequence estimation Restricted maximum likelihood Estimator Skew normal distribution Context (archaeology) Statistics Skew Applied mathematics Estimation theory Covariance matrix Likelihood function Normal distribution Matrix normal distribution Computer science

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Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Maximum likelihood estimation for multivariate skew normal mixture models

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