Identifiability of two‐component skew normal mixtures with one known component

Shantanu Jain, Michael Levine, Predrag Radivojac and Michael W. Trosset

Scandinavian Journal of Statistics, 2019, vol. 46, issue 4, 955-986

Abstract: We give sufficient identifiability conditions for estimating mixing proportions in two‐component mixtures of skew normal distributions with one known component. We consider the univariate case and two multivariate extensions: a multivariate skew normal distribution (MSN) and the canonical fundamental skew normal distribution (CFUSN). The characteristic function of the CFUSN distribution is additionally derived.

Date: 2019
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https://doi.org/10.1111/sjos.12377

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