%0 Journal Article
%A Okhli, Kheirolah
%A Mozafari, Mahdieh
%A Naderi, Mehrdad
%T Skew Laplace Finite Mixture modelling
%J Journal of the Iranian Statistical Society
%V 16
%N 2
%U http://jirss.irstat.ir/article-1-409-en.html
%D 2017
%K EM algorithm, Finite mixture model, Mean-variance mixture distribution, Skew Laplace distribution,
%X This paper presents a new mixture model via considering the univariate skew Laplace distribution. The new model can handle both heavy tails and skewness and is multimodal. Describing some properties of the proposed model, we present a feasible EM algorithm for iteratively computing maximum likelihood estimates. We also derive the observed information matrix for obtaining the asymptotic standard errors of parameter estimates. The finite sample properties of the obtained estimators together with the consistency of the associated standard error of parameter estimates are investigated by a simulation study. We also demonstrate the flexibility and usefulness of the new model by analyzing real data example.
%> http://jirss.irstat.ir/article-1-409-en.
%P 0-0
%& 0
%! Skew Laplace Finite Mixture modelling
%9 Original Paper
%L A-11-409-1
%+
%G eng
%@ 1726-4057
%[ 2017