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EM Estimation for Multivariate Skew Slash Distribution

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Robustness in Econometrics

Part of the book series: Studies in Computational Intelligence ((SCI,volume 692))

Abstract

In this paper, the class of multivariate skew slash distributions under different type of setting is introduced and its density function is discussed. A procedure to obtain the Maximum Likelihood estimators for this family is studied. In addition, the Maximum Likelihood estimators for the mixture model based on this family are discussed. For illustration of the main results, we use the actual data coming from the Inner Mongolia Academy of Agriculture and Animal Husbandry Research Station to show the performance of the proposed algorithm.

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Acknowledgements

This material is based upon work funded by National Natural Science Foundation of China (Grant No. IRT1259).

We gratefully acknowledge referees for their valuable comments and suggestions which greatly improve this paper.

Author information

Authors and Affiliations

  1. Department of Mathematical Sciences, Eastern New Mexico University, Portales, USA

    Weizhong Tian

  2. College of Ecological and Environmental Science, Inner Mongolia Agricultural University, Hohhot, China

    Guodong Han

  3. Department Mathematical Sciences, New Mexico State University, Las Cruces, USA

    Tonghui Wang

  4. Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand

    Varith Pipitpojanakarn

Authors
  1. Weizhong Tian
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  2. Guodong Han
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  3. Tonghui Wang
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  4. Varith Pipitpojanakarn
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Corresponding author

Correspondence to Tonghui Wang .

Editor information

Editors and Affiliations

  1. Department of Computer Science, University of Texas at El Paso Department of Computer Science, El Paso, TX, USA

    Vladik Kreinovich

  2. Faculty of Economics, Chiang Mai University Faculty of Economics, Chiang Mai, Thailand

    Songsak Sriboonchitta

  3. Japan Adv. Inst. of Sci. & Tech. (JAIST) , Ishikawa, Japan

    Van-Nam Huynh

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Tian, W., Han, G., Wang, T., Pipitpojanakarn, V. (2017). EM Estimation for Multivariate Skew Slash Distribution. In: Kreinovich, V., Sriboonchitta, S., Huynh, VN. (eds) Robustness in Econometrics. Studies in Computational Intelligence, vol 692. Springer, Cham. https://doi.org/10.1007/978-3-319-50742-2_14

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  • DOI: https://doi.org/10.1007/978-3-319-50742-2_14

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-50741-5

  • Online ISBN: 978-3-319-50742-2

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