Mixture of linear experts model for censored data: A novel approach with scale-mixture of normal distributions [PDF]
Computational Statistics & Data Analysis, 2021 21 pages,
Elham Mirfarah +2 more
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Inference with normal-gamma prior distributions in regression problems [PDF]
, 2010 This paper considers the effects of placing an absolutely continuous prior distribution on the regression coefficients of a linear model. We show that the posterior expectation is a matrix-shrunken version of the least squares estimate where the ...
Griffin, Jim E., Brown, Philip J.
core +1 more source
mixsmsn: Fitting Finite Mixture of Scale Mixture of Skew-Normal Distributions [PDF]
Journal of Statistical Software, 2013 We present the R package mixsmsn, which implements routines for maximum likeli- hood estimation (via an expectation maximization EM-type algorithm) in finite mixture models with components belonging to the class of scale mixtures of the skew-normal distribution, which we call the FMSMSN models.
Prates, Marcos Oliveira +2 more
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Threshold Stochastic Volatility Models with Heavy Tails: A Bayesian Approach
Economía, 2019 This paper extends the threshold stochastic volatility (THSV) model specification proposed in So et al. (2002) and Chen et al. (2008) by incorporating thick-tails in the mean equation innovation using the scale mixture of normal distributions (SMN).
Carlos A. Abanto-Valle +1 more
doaj +1 more source
Robust mixture modeling based on scale mixtures of skew-normal distributions
Computational Statistics & Data Analysis, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rodrigo M. Basso +3 more
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Bayesian Nonparametric Modelling of the Return Distribution with Stochastic Volatility [PDF]
, 2011 This paper presents a method for Bayesian nonparametric analysis of the return distribution in a stochastic volatility model. The distribution of the logarithm of the squared return is flexibly modelled using an infinite mixture of Normal distributions ...
Jim E. Griffin +3 more
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Real-time solar image classification: Assessing spectral, pixel-based approaches
Journal of Space Weather and Space Climate, 2019 In order to utilize solar imagery for real-time feature identification and large-scale data science investigations of solar structures, we need maps of the Sun where phenomena, or themes, are labeled.
Hughes J. Marcus +5 more
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Evaluation of fecal mRNA reproducibility via a marginal transformed mixture modeling approach
BMC Bioinformatics, 2010 Background Developing and evaluating new technology that enables researchers to recover gene-expression levels of colonic cells from fecal samples could be key to a non-invasive screening tool for early detection of colon cancer.
Davidson Laurie A +5 more
doaj +1 more source
A normal scale mixture representation of the logistic distribution [PDF]
Statistics & Probability Letters, 1991 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Likelihood Inference of Nonlinear Models Based on a Class of Flexible Skewed Distributions
Abstract and Applied Analysis, 2014 This paper deals with the issue of the likelihood inference for nonlinear models with a flexible skew-t-normal (FSTN) distribution, which is proposed within a general framework of flexible skew-symmetric (FSS) distributions by combining with skew-t ...
Xuedong Chen +2 more
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