Article ID Journal Published Year Pages File Type
417201 Computational Statistics & Data Analysis 2008 16 Pages PDF
Abstract

We present a Bayesian approach for modeling heterogeneous data and estimate multimodal densities using mixtures of Skew Student-t-Normal distributions [Gómez, H.W., Venegas, O., Bolfarine, H., 2007. Skew-symmetric distributions generated by the distribution function of the normal distribution. Environmetrics 18, 395–407]. A stochastic representation that is useful for implementing a MCMC-type algorithm and results about existence of posterior moments are obtained. Marginal likelihood approximations are obtained, in order to compare mixture models with different number of component densities. Data sets concerning the Gross Domestic Product per capita (Human Development Report) and body mass index (National Health and Nutrition Examination Survey), previously studied in the related literature, are analyzed.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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