Sequences of elliptical distributions and mixtures of normal distributions

DOI10.1016/J.JMVA.2005.03.008MaRDI QIDQ2489755zbMATH OpenOpenAlexFDO

Authors E. Gómez-Sánchez-Manzano, Miguel A. Gómez-Villegas, J. M. Marín

Publication date 28 April 2006

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2005.03.008

zbMATH Keywords

Bayesian methodsElliptical distributionElliptically contoured distributionLaplace transformScale mixtures of normal distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A survey on continuous elliptical vector distributions
• Estimation and decision for linear systems with elliptical random processes
• scientific article; zbMATH DE number 417563 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 954498 (Why is no real title available?)
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• On the projections of isotropic distributions
• On the theory of elliptically contoured distributions

Cited in

(11)

• Linear mixed model with Laplace distribution (LLMM)
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
• On \(p\)-generalized elliptical random processes
• Estimation and order selection for multivariate exponential power mixture models
• New insights on the multivariate skew exponential power distribution
• Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
• A new class of symmetric distributions including the elliptically symmetric logistic
• Tensor Stein-rules in a generalized tensor regression model
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions
• Scalable magnetic resonance fingerprinting: incremental inference of high-dimensional elliptical mixtures from large data volumes
• Marginally interpretable spatial logistic regression with bridge processes

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