Identifiability of finite mixtures of elliptical distributions
2006 | journal article; research paper. A publication with affiliation to the University of Göttingen.
Jump to: Cite & Linked | Documents & Media | Details | Version history
Documents & Media
Details
- Authors
- Holzmann, Hajo; Munk, Axel ; Gneiting, Tilmann
- Abstract
- 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.
- Issue Date
- 2006
- Publisher
- Blackwell Publishing
- Journal
- Scandinavian Journal of Statistics
- ISSN
- 0303-6898