Hierarchical models with scale mixtures of normal distributions
Test, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Choy, S. T. B., Smith, A. F. M.
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On the inevitability of a paradox in shrinkage estimation for scale mixtures of normals
Journal of Statistical Planning and Inference, 2004zbMATH Open Web Interface contents unavailable due to conflicting licenses.
William E Strawderman
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Characterizing and Approximating Infinite Scale Mixtures of Normals
Communications in Statistics - Theory and Methods, 2006The purpose of this study is to approximate and identify infinite scale mixtures of normals, SMN. A new method for approximating any infinite SMN with a known mixing measure by a finite SMN is presented. In the new method, the modulus of continuity of the normal family as a function of the scale is used to discretize the mixing measure.
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Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection [PDF]
Journal of Computational and Applied Mathematics, 2023 Quantile regression, which estimates various conditional quantiles of a response variable, including the median (0.5th quantile), is particularly useful when the conditional distribution is asymmetric or heterogeneous or fat-tailed or truncated. Bayesian
Keming Yu, Yuanqi Chu
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Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
Journal of Econometrics, 2009 We show that the distribution of any portfolio whose components jointly follow a location-scale mixture of normals can be characterised solely by its mean, variance and skewness.
Javier Mencía, Enrique Sentana
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Using Scale Mixtures Of Normals To Model Continuously Compounded Returns
Journal of Modern Applied Statistical Methods, 2005 A new method for estimating the parameters of scale mixtures of normals (SMN) is introduced and evaluated. The new method is called UNMIX and is based on minimizing the weighted square distance between exact values of the density of the scale mixture and
Dardia, Kristen +7 more
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Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions
Advances in Data Analysis and Classification, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sharon X. Lee +2 more
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On multivariate selection scale-mixtures of normal distributions
Brazilian Journal of Probability and Statistics, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roozegar, Roohollah +3 more
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Inference in Two-Piece Location-Scale Models with Jeffreys Priors [PDF]
Bayesian Analysis, 2014 This paper addresses the use of Jeffreys priors in the context of univariate three-parameter location-scale models, where skewness is introduced by differing scale parameters either side of the location.
FRANCISCO J Rubio, Mark F J Steel
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Dimension-wise scaled normal mixtures with application to finance and biometry
Journal of Multivariate Analysis, 2022zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Antonio Punzo, Luca Bagnato
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