Journal
SCANDINAVIAN JOURNAL OF STATISTICS
Volume 33, Issue 4, Pages 753-763Publisher
WILEY
DOI: 10.1111/j.1467-9469.2006.00505.x
Keywords
characteristic function; elliptically symmetric; finite mixture; identifiability; Laplace transform; multivariate t distribution; normal scale mixture
Categories
Ask authors/readers for more resources
We present general results on the identifiability of finite mixtures of elliptical distributions under conditions on the characteristic generators or density generators. Examples include the multivariate t-distribution, symmetric stable laws, exponential power and Kotz distributions. In each case, the shape parameter is allowed to vary in the mixture, in addition to the location vector and the scatter matrix. Furthermore, we discuss the identifiability of finite mixtures of elliptical densities with generators that correspond to scale mixtures of normal distributions.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available