Gómez Villegas, Miguel Ángel and Gómez SánchezManzano, Eusebio and Marín Diazaraque, Juan Miguel (2008) Multivariate exponential power distributions as mixtures of normal distributions with Bayesian applications. Communications in statistics. Theory and methods, 37 (6). pp. 972985. ISSN 03610926

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Official URL: http://www.informaworld.com/smpp/title~content=t713597238~db=all
Abstract
It is shown that a multivariate exponential power distribution is a scale mixture of normal distributions, with respect to a probability distribution function, when its kurtosis parameter belongs to the interval (0,1]. The corresponding mixing probability distribution function is presented. This result is used to design a Bayesian hierarchical model and an algorithm to generate samples of the posterior distribution; these are applied to a problem of Quantitative Genetics.
Item Type:  Article 

Uncontrolled Keywords:  Elliptically contoured distribution, Elliptical distribution, Multivariate exponential power distribution, Scale mixture of normal distributions, Stable distribution, Hierarchical Bayesian model, Montecarlo methods 
Subjects:  Sciences > Mathematics > Mathematical statistics 
ID Code:  11147 
Deposited On:  10 Sep 2010 08:38 
Last Modified:  06 Feb 2014 08:57 
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