Semiparametric Gaussian variance-mean mixtures for heavy-tailed and skewed data

DOI10.5402/2012/345784WikidataQ58690987 ScholiaQ58690987MaRDI QIDQ1952669

Kai Cui

Publication date: 3 June 2013

Published in: ISRN Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2012/345784

Mathematics Subject Classification ID

62-XX: Statistics

92-XX: Biology and other natural sciences

91-XX: Game theory, economics, finance, and other social and behavioral sciences

Uses Software

• sn
• GSM

Cites Work

• Gamma shape mixtures for heavy-tailed distributions
• A generalized normal distribution
• An alternative multivariate skew Laplace distribution: properties and estimation
• The family of normal and lognormal distributions of order r
• Generalized skew-elliptical distributions and their quadratic forms
• The multivariate skew-slash distribution
• Normal Variance-Mean Mixtures and z Distributions
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• Autoregressive Conditional Density Estimation
• The multivariate skew-normal distribution
• A new class of multivariate skew distributions with applications to bayesian regression models
• Multivariate skewt-distribution
• Compressive Sensing on Manifolds Using a Nonparametric Mixture of Factor Analyzers: Algorithm and Performance Bounds
• Gibbs Sampling Methods for Stick-Breaking Priors
• The skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
• Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
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