SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
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Cites work
- Bayesian Measures of Model Complexity and Fit
- Fitting the variance-gamma model to financial data
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- On scale mixtures of normal distributions
- Posterior expectations for large observations
- Robust Location and Scale Estimation Based on the Univariate Generalizedt(GT) Distribution
- The uniform power distribution
Cited in
(43)- Extending the multivariate generalised \(t\) and generalised \(VG\) distributions
- Modelling with mixture of symmetric stable distributions using Gibbs sampling
- Hierarchical models with scale mixtures of normal distributions
- State space mixed models for binary responses with scale mixture of normal distributions links
- On asymmetric generalised t stochastic volatility models
- A Bayesian conditional autoregressive geometric process model for range data
- Multiscale stick-breaking mixture models
- Robust Bayesian model selection for heavy-tailed linear regression using finite mixtures
- Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets
- Symmetric Gaussian mixture distributions with GGC scales
- Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
- Modeling electricity price using a threshold conditional autoregressive geometric process jump model
- Mixtures of \(t\)-distributions for finance and forecasting
- scientific article; zbMATH DE number 6707503 (Why is no real title available?)
- scientific article; zbMATH DE number 5614906 (Why is no real title available?)
- Testing Sparsity-Inducing Penalties
- Estimation of scale parameters in mixture distributions
- Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
- On scale mixtures of normal distributions
- On scale-mixture Birnbaum-Saunders distributions
- Stochastic volatility in mean models with heavy-tailed distributions
- Assessing sectoral risk through skew-error capital asset pricing model: empirical evidence from Thai stock market
- Scale Mixtures Distributions in Insurance Applications
- scientific article; zbMATH DE number 2124895 (Why is no real title available?)
- Modelling stochastic volatility using generalized t distribution
- The multivariate tail-inflated normal distribution and its application in finance
- A Scale Mixture Approach to t-Distributed Mixture Regression
- Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions
- A generalized class of skew distributions and associated robust quantile regression models
- Comparative inference and diagnostic in a reparametrized Birnbaum-Saunders regression model
- The generalized T Birnbaum-Saunders family
- Independent Component Analysis and Blind Signal Separation
- Comment on article by Finegold and Drton
- Bayesian hierarchical mixture models for detecting non‐normal clusters applied to noisy genomic and environmental datasets
- Mixture of shifted binomial distributions for rating data
- Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach
- An enriched \(\alpha - \mu\) model as fading candidate
- Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures
- An alternative stochastic model for linear portfolios
- Beyond normality: gain-probability analysis for symmetric scale mixture of normal distributions
- A normal scale mixture representation of the logistic distribution
- A characterisation of scale mixtures of the uniform distribution
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