TY - JOUR AU - Gómez Villegas, Miguel A. AU - Gómez Sánchez-Manzano, Eusebio AU - Marín Diazaraque, Juan Miguel PY - 2008 DO - 10.1080/03610920701762754 SN - 0361-0926 UR - https://hdl.handle.net/20.500.14352/49407 T2 - Communications in statistics. Theory and methods 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... LA - eng M2 - 972 PB - Marcel Dekker KW - Elliptically contoured distribution KW - Elliptical distribution KW - Multivariate exponential power distribution KW - Scale mixture of normal distributions KW - Stable distribution KW - Hierarchical Bayesian model KW - Montecarlo methods TI - Multivariate exponential power distributionsas mixtures of normal distributions withBayesian applications TY - journal article VL - 37 ER -