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arXiv · 1702.00628

Finite Mixtures of Multivariate Skew Laplace Distributions

Fatma Zehra Doğru·Y. Murat Bulut·Olcay Arslan
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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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Fatma Zehra Doğru, Y. Murat Bulut, Olcay Arslan. 2017-02-02. Finite Mixtures of Multivariate Skew Laplace Distributions. https://arxiv.org/abs/1702.00628

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