Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144975 | Journal of the Korean Statistical Society | 2010 | 10 Pages |
Abstract
A class of weighted elliptical models useful for analyzing nonnormal and bimodal multivariate data is introduced. It is obtained from the marginal distribution of a centrally truncated multivariate elliptical distribution. As a special case, a finite mixture of weighted multinormal distribution is examined in detail, establishing connections with the multinormal and the finite mixture of multinormal. The special class of distributions is studied from several aspects such as weighting of probability density functions, association with centrally truncated distributions, and a finite scale mixture scheme. The relationships among these aspects are given, and various properties of the class are also discussed. For the inference of the class, an MCMC procedure and its numerical example are provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hea-Jung Kim,