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Two-Piece location-scale distributions based on scale mixtures of normal family

Mohsen Maleki and Mohammad Reza Mahmoudi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 24, 12356-12369

Abstract: In this work, we study the maximum likelihood (ML) estimation problem for the parameters of the two-piece (TP) distribution based on the scale mixtures of normal (SMN) distributions. This is a family of skewed distributions that also includes the scales mixtures of normal class, and is flexible enough for modeling symmetric and asymmetric data. The ML estimates of the proposed model parameters are obtained via an expectation-maximization (EM)-type algorithm.

Date: 2017
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DOI: 10.1080/03610926.2017.1295160

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