Multivariate exponential power distributions as mixtures of normal distributions with Bayesian applications
| dc.contributor.author | Gómez Sánchez-Manzano, Eusebio | |
| dc.contributor.author | Gómez Villegas, Miguel Ángel | |
| dc.contributor.author | Marín Diazaraque, Juan Miguel | |
| dc.date.accessioned | 2023-06-20T09:24:52Z | |
| dc.date.available | 2023-06-20T09:24:52Z | |
| dc.date.issued | 2008 | |
| dc.description.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. | en |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.sponsorship | Ministerio de Educación, Formación Profesional y Deportes (España) | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/11147 | |
| dc.identifier.citation | Gómez Sánchez-Manzano, E., Gómez Villegas, M. Á., Marín Diazaraque, J. M. «Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications». Communications in Statistics - Theory and Methods, vol. 37, n.o 6, febrero de 2008, pp. 972-85. DOI.org (Crossref), https://doi.org/10.1080/03610920701762754. | |
| dc.identifier.doi | 10.1080/03610920701762754 | |
| dc.identifier.issn | 0361-0926 | |
| dc.identifier.officialurl | https//doi.org/10.1080/03610920701762754 | |
| dc.identifier.relatedurl | http://www.informaworld.com/smpp/title~content=t713597238~db=all | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/49407 | |
| dc.issue.number | 6 | |
| dc.journal.title | Communications in statistics. Theory and methods | |
| dc.language.iso | eng | |
| dc.page.final | 985 | |
| dc.page.initial | 972 | |
| dc.publisher | Marcel Dekker | |
| dc.relation.projectID | MTM2005-05462 | |
| dc.rights.accessRights | open access | |
| dc.subject.cdu | 519.22 | |
| dc.subject.keyword | Elliptically contoured distribution | |
| dc.subject.keyword | Elliptical distribution | |
| dc.subject.keyword | Multivariate exponential power distribution | |
| dc.subject.keyword | Scale mixture of normal distributions | |
| dc.subject.keyword | Stable distribution | |
| dc.subject.keyword | Hierarchical Bayesian model | |
| dc.subject.keyword | Montecarlo methods | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Multivariate exponential power distributions as mixtures of normal distributions with Bayesian applications | en |
| dc.type | journal article | |
| dc.volume.number | 37 | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | de95cb23-c5d1-4fe5-83c4-b6cf45cc31df | |
| relation.isAuthorOfPublication | c8f6ba8b-2df4-4f4a-ac9a-76e7b061e41a | |
| relation.isAuthorOfPublication.latestForDiscovery | de95cb23-c5d1-4fe5-83c4-b6cf45cc31df |
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