Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications

DOI10.1080/03610920701762754zbMath1135.62041OpenAlexW2167829600MaRDI QIDQ3499081

E. Gómez-Sánchez-Manzano, J. Miguel Marín, Miguel Angel Gómez-Villegas

Publication date: 19 May 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://eprints.ucm.es/id/eprint/11147/1/2008mult2.pdf

zbMATH Keywords

elliptically contoured distributionGibbs samplerhierarchical Bayesian modelstable distributionelliptical distributionscale mixture of normal distributionsmultivariate exponential power distributionmutational effects of genetic quantiative traits

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (22)

Bayesian bridge regression ⋮ Model-based clustering ⋮ A robustness evaluation of Bayesian tests for longitudinal data ⋮ Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm ⋮ Constrained test in linear models with multivariate power exponential distribution ⋮ Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation ⋮ Implicit Copula Variational Inference ⋮ SURE-tuned bridge regression ⋮ Data projections by skewness maximization under scale mixtures of skew-normal vectors ⋮ Estimation and order selection for multivariate exponential power mixture models ⋮ Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation ⋮ Linear mixed model with Laplace distribution (LLMM) ⋮ New insights on the multivariate skew exponential power distribution ⋮ An alternative multivariate skew Laplace distribution: properties and estimation ⋮ Inferring trait-specific similarity among individuals from molecular markers and phenotypes with Bayesian regression ⋮ Skew scale mixtures of normal distributions: properties and estimation ⋮ Mixtures of multivariate power exponential distributions ⋮ A formulation for continuous mixtures of multivariate normal distributions ⋮ Inferences from asymmetric multivariate exponential power distribution ⋮ Box-Cox elliptical distributions with application ⋮ Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints ⋮ On \(p\)-generalized elliptical random processes

Uses Software

• R
• boa
• STABLE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Heritable genetic variation via mutation-selection balance: Lerch's zeta meets the abdominal bristle
• A characterization of the multivariate Pareto distribution
• Minimax estimation of location vectors for a wide class of densities
• Hierarchical models with scale mixtures of normal distributions
• Sequences of elliptical distributions and mixtures of normal distributions
• On scale mixtures of normal distributions
• Numerical calculation of stable densities and distribution functions
• A multivariate generalization of the power exponential family of distributions
• The Kotz-type distribution with applications
• Minimum Distance Estimation of Mutational Parameters for Quantitative Traits
• Multivariate Elliptically Contoured Distributions for Repeated Measurements

This page was built for publication: Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications