Gómez Villegas, Miguel Ángel and Gómez Sánchez-Manzano, 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. 972-985. ISSN 0361-0926
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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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