Finite Mixtures of Multivariate Skew Laplace Distributions

Fatma Zehra Doğru; Y. Murat Bulut; Olcay Arslan

doi:10.57805/revstat.v19i1.330

Finite Mixtures of Multivariate Skew Laplace Distributions

Authors

Fatma Zehra Doğru Giresun University
Y. Murat Bulut Eskisehir Osmangazi University
Olcay Arslan Ankara University

DOI:

https://doi.org/10.57805/revstat.v19i1.330

Keywords:

EM algorithm, ML estimation, multivariate mixture model, MSL

Abstract

This paper proposes finite mixtures of multivariate skew Laplace distributions in order to model both skewness and heavy-tailedness in heterogeneous data sets. Maximum likelihood estimators for the parameters of interest are obtained using the EM algorithm. The paper offers a small simulation study and a real data example to illustrate the performance of the proposed mixture model.

Downloads

REVSTAT2021v19n1_3

Published

2021-03-30

How to Cite

Zehra Doğru , F., Murat Bulut , Y., & Arslan , O. (2021). Finite Mixtures of Multivariate Skew Laplace Distributions. REVSTAT-Statistical Journal, 19(1), 35–46. https://doi.org/10.57805/revstat.v19i1.330