RT Journal Article
T1 Multivariate exponential power distributions as mixtures of normal distributions with Bayesian applications
A1 Gómez Sánchez-Manzano, Eusebio
A1 Gómez Villegas, Miguel Ángel
A1 Marín Diazaraque, Juan Miguel
AB 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.
PB Marcel Dekker
SN 0361-0926
YR 2008
FD 2008
LK https://hdl.handle.net/20.500.14352/49407
UL https://hdl.handle.net/20.500.14352/49407
LA eng
NO 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.
NO Ministerio de Educación, Formación Profesional y Deportes (España)
DS Docta Complutense
RD 8 abr 2025