کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152909 958308 2009 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Maximum likelihood parameter estimation for the multivariate skew-slash distribution
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Maximum likelihood parameter estimation for the multivariate skew-slash distribution
چکیده انگلیسی
In this paper we consider the parameter estimation of the multivariate skew-slash distribution introduced by Arslan [Arslan, O. 2008. An alternative multivariate skew-slash distribution. Statistics and Probability Letters 78, 2756-2761], which is a recent example of the normal variance-mean mixture distributions. Due to the complexity of the likelihood function, estimation of its parameters by direct maximization of the likelihood function seems difficult. To overcome this problem, we propose a simple EM-based maximum likelihood estimation procedure to estimate the parameters of the multivariate skew-slash distribution. We provide three examples to demonstrate the modeling strength of the multivariate skew-slash distribution and the feasibility of the proposed EM algorithm.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 79, Issue 20, 15 October 2009, Pages 2158-2165
نویسندگان
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