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Identifiability of two-component skew normal mixtures with one known component (1801.00038v1)

Published 29 Dec 2017 in math.ST and stat.TH

Abstract: We give sufficient identifiability conditions for estimating mixing proportions in two-component mixtures of skew normal distributions with one known component. We consider the univariate case as well as two multivariate extensions: a multivariate skew normal distribution (MSN) by Azzalini and Dalla Valle (1996) and the canonical fundamental skew normal distribution (CFUSN) by Arellano-Valle and Genton (2005). The characteristic function of the CFUSN distribution is additionally derived.

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