Gómez Villegas, Miguel A. y Gómez Sánchez-Manzano, Eusebio y 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
![]()
|
PDF
211kB |
URL Oficial: http://www.informaworld.com/smpp/title~content=t713597238~db=all
Resumen
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.
Tipo de documento: | Artículo |
---|---|
Palabras clave: | Elliptically contoured distribution, Elliptical distribution, Multivariate exponential power distribution, Scale mixture of normal distributions, Stable distribution, Hierarchical Bayesian model, Montecarlo methods |
Materias: | Ciencias > Matemáticas > Estadística matemática |
Código ID: | 11147 |
Depositado: | 10 Sep 2010 08:38 |
Última Modificación: | 04 Mar 2016 15:25 |
Descargas en el último año
Sólo personal del repositorio: página de control del artículo