Browsing by Author "Maleki, Mohsen"
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- ItemA flexible class of parametric distributions for Bayesian linear mixed models(2019) Maleki, Mohsen; Wraith, Darren; Arellano Valle, Reinaldo Boris
- ItemMaximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions(2017) Maleki, Mohsen; Arellano Valle, Reinaldo Boris
- ItemRobust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions(2019) Maleki, Mohsen; Wraith, Darren; Arellano-Valle, Reinaldo B.In this paper, we introduce an unrestricted skew-normal generalized hyperbolic (SUNGH) distribution for use in finite mixture modeling or clustering problems. The SUNGH is a broad class of flexible distributions that includes various other well-known asymmetric and symmetric families such as the scale mixtures of skew-normal, the skew-normal generalized hyperbolic and its corresponding symmetric versions. The class of distributions provides a much needed unified framework where the choice of the best fitting distribution can proceed quite naturally through either parameter estimation or by placing constraints on specific parameters and assessing through model choice criteria. The class has several desirable properties, including an analytically tractable density and ease of computation for simulation and estimation of parameters. We illustrate the flexibility of the proposed class of distributions in a mixture modeling context using a Bayesian framework and assess the performance using simulated and real data.
- ItemTime series models based on the unrestricted skew-normal process(2019) Zarrin, Parisa; Maleki, Mohsen; Khodadai, Zahra; Arellano Valle, Reinaldo Boris