2 papers
math.ST2017
Double Reweighted Estimators for the Parameters of the Multivariate t Distribution
Fatma Zehra Doğru, Y. Murat Bulut, Olcay Arslan
The t-distribution has many useful applications in robust statistical analysis. The parameter estimation of the t-distribution is carried out using ML estimation method, and the ML…
math.ST2017
Finite Mixtures of Multivariate Skew Laplace Distributions
Fatma Zehra Doğru, Y. Murat Bulut, Olcay Arslan
In this paper, we propose finite mixtures of multivariate skew Laplace distributions to model both skewness and heavy-tailedness in the heterogeneous data sets. The maximum likelih…