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Two-Piece location-scale distributions based on scale mixtures of normal family

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  • Mohsen Maleki
  • Mohammad Reza Mahmoudi

Abstract

In this work, we study the maximum likelihood (ML) estimation problem for the parameters of the two-piece (TP) distribution based on the scale mixtures of normal (SMN) distributions. This is a family of skewed distributions that also includes the scales mixtures of normal class, and is flexible enough for modeling symmetric and asymmetric data. The ML estimates of the proposed model parameters are obtained via an expectation-maximization (EM)-type algorithm.

Suggested Citation

  • Mohsen Maleki & Mohammad Reza Mahmoudi, 2017. "Two-Piece location-scale distributions based on scale mixtures of normal family," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(24), pages 12356-12369, December.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:24:p:12356-12369
    DOI: 10.1080/03610926.2017.1295160
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    Citations

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    Cited by:

    1. Javier E. Contreras-Reyes & Mohsen Maleki & Daniel Devia Cortés, 2019. "Skew-Reflected-Gompertz Information Quantifiers with Application to Sea Surface Temperature Records," Mathematics, MDPI, vol. 7(5), pages 1-14, May.
    2. Maleki, Mohsen & Mahmoudi, Mohammad Reza & Heydari, Mohammad Hossein & Pho, Kim-Hung, 2020. "Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    3. Akram Hoseinzadeh & Mohsen Maleki & Zahra Khodadadi, 2021. "Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(3), pages 451-467, September.
    4. Mohsen Maleki & Darren Wraith & Reinaldo B. Arellano-Valle, 2019. "A flexible class of parametric distributions for Bayesian linear mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 543-564, June.
    5. Atefeh Zarei & Zahra Khodadadi & Mohsen Maleki & Karim Zare, 2023. "Robust mixture regression modeling based on two-piece scale mixtures of normal distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(1), pages 181-210, March.

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