Finite Mixtures of Multivariate Skew Laplace Distributions
Statistics Theory
2017-02-03 v1 Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.1702.00628,
title = {Finite Mixtures of Multivariate Skew Laplace Distributions},
author = {Fatma Zehra Doğru and Y. Murat Bulut and Olcay Arslan},
journal= {arXiv preprint arXiv:1702.00628},
year = {2017}
}