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Data in the 21st Century Read chapter Read first chapter

2018 | OriginalPaper | Chapter

Shape Mixture Models Based on Multivariate Extended Skew Normal Distributions

Authors : Weizhong Tian, Tonghui Wang, Fengrong Wei, Fang Dai

Published in: Predictive Econometrics and Big Data

Publisher: Springer International Publishing

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Abstract

In this paper, the class of the shape mixtures of extended skew normal distributions is introduced. The posterior distributions for the shaped parameters are obtained. The moment generating functions for the posterior distributions of the shaped parameters are discussed. Also Bayesian analysis for this shape mixture model is studied.

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previous chapter A Bad Plan Is Better Than No Plan: A Theoretical Justification of an Empirical Observation
next chapter Plausibility Regions on Parameters of the Skew Normal Distribution Based on Inferential Models
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Metadata
Title
Shape Mixture Models Based on Multivariate Extended Skew Normal Distributions
Authors
Weizhong Tian
Tonghui Wang
Fengrong Wei
Fang Dai
Copyright Year
2018
Book
Predictive Econometrics and Big Data

Print ISBN: 978-3-319-70941-3

Electronic ISBN: 978-3-319-70942-0

Copyright Year: 2018

DOI
https://doi.org/10.1007/978-3-319-70942-0_20

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