## Maximum likelihood estimation for multivariate skew normal mixture models.(English)Zbl 1152.62034

Summary: This paper provides a flexible mixture modeling framework using the multivariate skew normal distribution. A feasible EM algorithm is developed for finding the maximum likelihood estimates of the parameters in this context. A general information-based method for obtaining the asymptotic covariance matrix of the maximum likelihood estimators is also presented. The proposed methodology is illustrated with a real example and results are also compared with those obtained from fitting normal mixtures.

### MSC:

 62H12 Estimation in multivariate analysis 62H10 Multivariate distribution of statistics 65C60 Computational problems in statistics (MSC2010) 62F10 Point estimation 62B10 Statistical aspects of information-theoretic topics

QSIMVN; AS 136
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### References:

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