Results 1 to 10 of about 887 (113)
Log-regularly varying scale mixture of normals for robust regression
Computational Statistics and Data Analysis, 2022 62 ...
Kaoru Irie, Shonosuke Sugasawa
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BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS [PDF]
Econometric Theory, 2000 This paper considers a Bayesian analysis of the linear regression model under independent sampling from general scale mixtures of normals. Using a common reference prior, we investigate the validity of Bayesian inference and the existence of posterior moments of the regression and scale parameters.
Fernández, C., Steel, M.F.J.
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Scale and shape mixtures of multivariate skew-normal distributions [PDF]
Journal of Multivariate Analysis, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Reinaldo Boris Arellano-Valle +2 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
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Scale Mixtures of Normal Distributions
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1974 Summary This paper presents necessary and sufficient conditions under which a random variable X may be generated as the ratio Z/V where Z and V are independent and Z has a standard normal distribution. This representation is useful in Monte Carlo calculations.
Andrews, D. F., Mallows, C. L.
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How Broad is the Class of Normal Scale Mixtures?
The Annals of Statistics, 1978 We study the class of scale mixtures of normal distributions with mean zero. Given that the $\operatorname{cdf} F(x)$ of such a mixture is fixed at two points, say $F(x_1) = \alpha_1, F(x_2) = \alpha_2$, we answer the question of how widely $F(x_3)$ can vary at some third point $x_3$. A brief final section mentions extensions of our theorem.
Efron, Bradley, Olshen, Richard A.
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Robust Mixture Modeling Based on Two-Piece Scale Mixtures of Normal Family [PDF]
Axioms, 2019 In this paper, we examine the finite mixture (FM) model with a flexible class of two-piece distributions based on the scale mixtures of normal (TP-SMN) family components. This family allows the development of a robust estimation of FM models.
Mohsen Maleki +2 more
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On the Conditional Variance for Scale Mixtures of Normal Distributions
Journal of Multivariate Analysis, 2000 For a scale mixture of normal vector, X = A1/2G, where X G ∈ Rnand A is a positive variable, independent of the normal vector G, we obtain that the conditional variance covariance, Cov(X2 X1), is always finite a,s for m ≥ 2, where X1∈ Rnand m < n, and remains a.s.
Cambanis, Stamatis +2 more
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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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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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