On scale mixtures of normal distributions

作者: MIKE WEST

DOI: 10.1093/BIOMET/74.3.646

关键词:

摘要: SUMMARY The exponential power family of distributions Box & Tiao (1973) is shown to be a subset the class scale mixtures normals. corresponding mixing are explicitly obtained, identifying close relationship between and further normal mixtures, namely stable distributions.

参考文章(4)
D. F. Andrews, C. L. Mallows, Scale Mixtures of Normal Distributions Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 36, pp. 99- 102 ,(1974) , 10.1111/J.2517-6161.1974.TB00989.X
Mike West, Outlier Models and Prior Distributions in Bayesian Linear Regression Journal of the royal statistical society series b-methodological. ,vol. 46, pp. 431- 439 ,(1984) , 10.1111/J.2517-6161.1984.TB01317.X
George E. P. Box, George C. Tiao, Bayesian inference in statistical analysis ,(1973)