RT Journal Article
T1 Sequences of elliptical distributions and mixtures of normal distributions.
A1 Gómez Sánchez-Manzano, Eusebio
A1 Gómez Villegas, Miguel Ángel
A1 Marín Díazaraque, Juan Miguel
AB 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.
PB Academic Press
SN 1095-7243
YR 2006
FD 2006-02
LK https://hdl.handle.net/20.500.14352/49408
UL https://hdl.handle.net/20.500.14352/49408
LA eng
NO Gómez Sánchez-Manzano, E., Gómez Vilegas, M. Á. & Marín Díazaraque, J. M. «Sequences of Elliptical Distributions and Mixtures of Normal Distributions». Journal of Multivariate Analysis, vol. 97, n.o 2, febrero de 2006, pp. 295-310. DOI.org (Crossref), https://doi.org/10.1016/j.jmva.2005.03.008.
NO Ministerio de Ciencia, Innovación y Universidades (España)
DS Docta Complutense
RD 9 abr 2025