Person:
Gómez Villegas, Miguel Ángel

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First Name
Miguel Ángel
Last Name
Gómez Villegas
URI
https://hdl.handle.net/20.500.14352/75682
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Estadística e Investigación Operativa
Area
Estadística e Investigación Operativa
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Start date: 2000 × Subject: 5129.22 ×

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    Sequences of elliptical distributions and mixtures of normal distributions.
    (Journal of Multivariate Analysis, 2006) Gómez Sánchez-Manzano, Eusebio; Gómez Villegas, Miguel Ángel; Marín Díazaraque, Juan Miguel
    Two conditions are shown under which elliptical distributions are scale mixtures of normal distributions with respect to probability distributions. The issue of finding the mixing distribution function is also considered. As a unified theoretical framework, it is also shown that any scale mixture of normal distributions is always a term of a sequence of elliptical distributions, increasing in dimension, and that all the terms of this sequence are also scale mixtures of normal distributions sharing the same mixing distribution function. Some examples are shown as applications of these concepts, showing the way of finding the mixing distribution function.