| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129901 | Statistics & Probability Letters | 2017 | 6 Pages |
Abstract
We propose the scale mixtures of multivariate skew-normal-Cauchy distributions as a new class of asymmetric heavy-tailed distributions. We derive an EM algorithm for maximum likelihood estimation.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
F. Kahrari, R.B. Arellano-Valle, M. Rezaei, F. Yousefzadeh,