Finite Mixtures of Multivariate Skew Laplace Distributions
Fatma Zehra Doğru, Y. Murat Bulut, Olçay Arslan · DOAJ (DOAJ: Directory of Open Access Journals) · 2022
This paper proposes finite mixtures of multivariate skew Laplace distributions in order to model both skewness and heavy-tailedness in heterogeneous data sets. Maximum likelihood estimators for the parameters of interest are obtained using the EM algorithm. The paper offers a small simulation study and a real data example to illustrate the performance of the proposed mixture model.