EM estimation for multivariate skew slash distribution

© Springer International Publishing AG 2017. In this paper, the class of multivariate skew slash distributions under different type of setting is introduced and its density function is discussed. A procedure to obtain the Maximum Likelihood estimators for this family is studied. In addition, the Max...

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Bibliographic Details
Main Authors: Weizhong Tian, Guodong Han, Tonghui Wang, Varith Pipitpojanakarn
Format: Book Series
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012928638&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/57133
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Institution: Chiang Mai University
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Summary:© Springer International Publishing AG 2017. In this paper, the class of multivariate skew slash distributions under different type of setting is introduced and its density function is discussed. A procedure to obtain the Maximum Likelihood estimators for this family is studied. In addition, the Maximum Likelihood estimators for the mixture model based on this family are discussed. For illustration of the main results, we use the actual data coming from the Inner Mongolia Academy of Agriculture and Animal Husbandry Research Station to show the performance of the proposed algorithm.