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Shape Mixture Models Based on Multivariate Extended Skew Normal Distributions

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Predictive Econometrics and Big Data (TES 2018)

Part of the book series: Studies in Computational Intelligence ((SCI,volume 753))

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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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Acknowledgement

The authors thank Professor Vladik Kreinovich for valuable suggestions that helped improve this article. The research of Weizhong Tian was partially supported by Internal Grants from Eastern New Mexico University and Funds from One Hundred Person Project of Shaanxi Province of China.

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Correspondence to Tonghui Wang .

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Tian, W., Wang, T., Wei, F., Dai, F. (2018). Shape Mixture Models Based on Multivariate Extended Skew Normal Distributions. In: Kreinovich, V., Sriboonchitta, S., Chakpitak, N. (eds) Predictive Econometrics and Big Data. TES 2018. Studies in Computational Intelligence, vol 753. Springer, Cham. https://doi.org/10.1007/978-3-319-70942-0_20

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

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-70941-3

  • Online ISBN: 978-3-319-70942-0

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