BAYESIAN ANALYSIS OF SKEW NORMAL MIXTURE REGRESSION

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FALLAH AFSHIN; KAZEMI RAMIN; KHOSRAVI HASAN

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Journal: JOURNAL OF STATISTICAL SCIENCES Year:2018 | Volume:11 | Issue:2 Page(s): 297-317

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Information Journal Paper

Title

BAYESIAN ANALYSIS OF SKEW NORMAL MIXTURE REGRESSION

Author(s)

FALLAH AFSHIN | KAZEMI RAMIN | KHOSRAVI HASAN | Issue Writer Certificate

Keywords

BAYESIAN REGRESSION ANALYSISQ1

MIXTURE DISTRIBUTIONQ1

SKEWNESSQ2

EM ALGORITHMQ2

GIBBS ALGORITHMQ2

Abstract

Regression analysis is done, traditionally, considering homogeneity and normality assumption for the response variable distribution. Whereas in many applications, observations indicate to a heterogeneous structure containing some sub-populations with skew-symmetric structure either due to heterogeneity, multimodality or SKEWNESS of the population or a combination of them. In this situations, one can use a mixture of skew-symmetric distributions to model the population. In this paper we considered the Bayesian approach of regression analysis under the assumption of heterogeneity of population and a skew-symmetric distribution for sub-populations, by using a mixture of skew normal distributions. We used a simulation study and a real world example to assess the proposed Bayesian methodology and to compare it with frequentist approach.

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APA: Copy

FALLAH, AFSHIN, KAZEMI, RAMIN, & KHOSRAVI, HASAN. (2018). BAYESIAN ANALYSIS OF SKEW NORMAL MIXTURE REGRESSION. JOURNAL OF STATISTICAL SCIENCES, 11(2 ), 297-317. SID. https://sid.ir/paper/124141/en

Vancouver: Copy

FALLAH AFSHIN, KAZEMI RAMIN, KHOSRAVI HASAN. BAYESIAN ANALYSIS OF SKEW NORMAL MIXTURE REGRESSION. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2018;11(2 ):297-317. Available from: https://sid.ir/paper/124141/en

IEEE: Copy

AFSHIN FALLAH, RAMIN KAZEMI, and HASAN KHOSRAVI, “BAYESIAN ANALYSIS OF SKEW NORMAL MIXTURE REGRESSION,” JOURNAL OF STATISTICAL SCIENCES, vol. 11, no. 2 , pp. 297–317, 2018, [Online]. Available: https://sid.ir/paper/124141/en

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