On mean and/or variance mixtures of normal distributions

05/14/2020
by   Sharon X. Lee, et al.
0

Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these distributions, focusing on those that are obtained by scaling the mean and/or covariance matrix of the (multivariate) normal distribution with some scaling variable(s). Namely, we consider the families of mean mixture, variance mixture, and mean-variance mixture of normal distributions. Its basic properties, some notable special/limiting cases, and parameter estimation methods are also described.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
03/29/2020

A formulation for continuous mixtures of multivariate normal distributions

Several formulations have long existed in the literature in the form of ...
research
11/15/2018

Estimating the Mean and Variance of a High-dimensional Normal Distribution Using a Mixture Prior

This paper provides a framework for estimating the mean and variance of ...
research
11/27/2019

The bivariate K-finite normal mixture "blanket" copula: an application to driving patterns

There are many bivariate parametric copulas in the literature to model b...
research
11/08/2019

Normal variance mixtures: Distribution, density and parameter estimation

Efficient computation of the distribution and log-density function of mu...
research
09/26/2021

IID Sampling from Intractable Multimodal and Variable-Dimensional Distributions

Bhattacharya (2021b) has introduced a novel methodology for generating i...
research
02/04/2019

A note on the geometry of the MAP partition in some Normal Bayesian Mixture Models

We investigate the geometry of the maximal a posteriori (MAP) partition ...
research
10/11/2018

On formulations of skew factor models: skew errors versus skew factors

In the past few years, there have been a number of proposals for general...

Please sign up or login with your details

Forgot password? Click here to reset