Results 231 to 240 of about 41,798 (261)

Characterization Test for Multivariate Skew-t Distributions

2021 5th International Conference on Advances in Image Processing (ICAIP), 2021
Yan Su 0005, Jingjie Yuan
openaire   +1 more source

Robust mixture modeling using multivariate skew t distributions

Statistics and Computing, 2009
This paper presents a robust mixture modeling framework using the multivariate skew t distributions, an extension of the multivariate Student's t family with additional shape parameters to regulate skewness. The proposed model results in a very complicated likelihood.
openaire   +1 more source

Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t -distribution

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2003
A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of recent proposals in the literature, variously related to the skew normal distribution, The special case of skew ...
Adelchi Azzalini
exaly   +2 more sources

A robust factor analysis model using the restricted skew- $$t$$ t distribution

TEST, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lin, T., Wu, P., McLachlan, G., Lee, S.
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Three-step estimation in linear mixed models with skew-t distributions

Journal of Statistical Planning and Inference, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhou, Tianyue, He, Xuming
openaire   +1 more source

Robust estimation with the skew t2 distribution

2019
In this paper, a skew extension of the Student's t distribution with two degrees of freedom is used to model data sets that have skewness and heavy-tails. Its parameters are estimated using two different approaches based on maximum likelihood estimation method. Simulation studies and some real data examples are provided to illustrate the performance of
Acitas, Sukeu, Kasap, Pelin, Senoglu, Birdal, Arslan, Olcay   +3 more
openaire   +4 more sources

Flexible Distributions as an Approach to Robustness: The Skew-t Case

2016
The use of flexible distributions with adaptive tails as a route to robustness has a long tradition. Recent developments in distribution theory, especially of non-symmetric form, provide additional tools for this purpose. We discuss merits and limitations of this approach to robustness as compared with classical methodology. Operationally, we adopt the
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Coastal Flooding and the Multivariate Skew-t Distribution

2004
Rogelio Ramos-Quiroga, Yingshuo Shen
openaire   +2 more sources

On formulations of skew factor models: Skew factors and/or skew errors

Statistics and Probability Letters, 2021
Geoffrey Mclachlan, Sharon Leemaqz
exaly  

On the Unification of Families of Skew-normal Distributions

Scandinavian Journal of Statistics, 2006
Adelchi Azzalini
exaly