Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions

2016 ◽  
Vol 87 (6) ◽  
pp. 1061-1083 ◽  
Author(s):  
Mohsen Maleki ◽  
Reinaldo B. Arellano-Valle
Keyword(s):  
Maximum A Posteriori ◽  
Finite Mixtures ◽  
Autoregressive Processes ◽  
A Posteriori ◽  
Normal Distributions ◽  
Maximum A Posteriori Estimation ◽  
Scale Mixtures ◽  
Skew Normal Distributions ◽  
Posteriori Estimation ◽  
Skew Normal

Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions

2018 ◽  
Vol 61 (6) ◽  
pp. 2643-2670
Author(s):  
Wan-Lun Wang ◽  
Ahad Jamalizadeh ◽  
Tsung-I Lin
Keyword(s):  
Finite Mixtures ◽  
Normal Distributions ◽  
Skew Normal Distributions ◽  
Skew Normal

Scale Mixtures of Skew-Normal Distributions

2018 ◽  
pp. 15-36
Author(s):  
Víctor Hugo Lachos Dávila ◽  
Celso Rômulo Barbosa Cabral ◽  
Camila Borelli Zeller
Keyword(s):  
Normal Distributions ◽  
Scale Mixtures ◽  
Skew Normal Distributions ◽  
Skew Normal
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