Skew scale mixtures of normal distributions: Properties and estimation

dc.creatorFerreira, CD
dc.creatorBolfarine, H
dc.creatorLachos, VH
dc.date2011
dc.dateMAR
dc.date2014-07-30T19:58:03Z
dc.date2015-11-26T16:30:08Z
dc.date2014-07-30T19:58:03Z
dc.date2015-11-26T16:30:08Z
dc.date.accessioned2018-03-28T23:11:10Z
dc.date.available2018-03-28T23:11:10Z
dc.identifierStatistical Methodology. Elsevier Science Bv, v. 8, n. 2, n. 154, n. 171, 2011.
dc.identifier1572-3127
dc.identifierWOS:000304292900004
dc.identifier10.1016/j.stamet.2010.09.001
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/74330
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/74330
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1269897
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionScale mixtures of normal distributions are often used as a challenging class for statistical procedures for symmetrical data. In this article, we have defined a skewed version of these distributions and we have derived several of its probabilistic and inferential properties. The main virtue of the members of this family of distributions is that they are easy to simulate from and they also supply genuine EM algorithms for maximum likelihood estimation. For univariate skewed responses, the EM-type algorithm has been discussed with emphasis on the skew-t, skew-slash, skew-contaminated normal and skew-exponential power distributions. Some simplifying and unifying results are also noted with the Fisher information matrix, which is derived analytically for some members of this class. Results obtained from simulated and real data sets are reported, illustrating the usefulness of the proposed methodology. The main conclusion in reanalyzing a data set previously studied is that the models so far entertained are clearly not the most adequate ones. (C) 2010 Elsevier B.V. All rights reserved.
dc.description8
dc.description2
dc.description154
dc.description171
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.languageen
dc.publisherElsevier Science Bv
dc.publisherAmsterdam
dc.publisherHolanda
dc.relationStatistical Methodology
dc.relationStat. Methodol.
dc.rightsfechado
dc.rightshttp://www.elsevier.com/about/open-access/open-access-policies/article-posting-policy
dc.sourceWeb of Science
dc.subjectEM algorithm
dc.subjectScale mixtures of normal distributions
dc.subjectSkewness
dc.subjectSkew-t normal distribution
dc.subjectT-distribution
dc.subjectModels
dc.subjectRepresentation
dc.subjectExtension
dc.subjectInference
dc.subjectAlgorithm
dc.subjectEcm
dc.titleSkew scale mixtures of normal distributions: Properties and estimation
dc.typeArtículos de revistas


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