Finite Mixtures of Multivariate Skew Laplace Distributions

2017/02/02 by Doğru, Fatma Zehra, Bulut, Y. Murat, Arslan, Olcay
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1702.00628

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.

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