A Bienaymé-Chebyshev inequality for scale mixtures of the multivariate normal distribution

On the multivariate Skew-Normal distribution and its scale mixtures

In this paper we study the multivariate skew-normal distribution and its scale mixtures, as extensions of the similar non-skewed distributions. Different parameterizations and some properties are investigated. ∗ Subject Classification: 60E05.

Screening for a Multivariate Mixture Normal Distribution

A NORM INEQUALITY FOR CHEBYSHEV CENTRES

In this paper, we study the Chebyshev centres of bounded subsets of normed spaces and obtain a norm inequality for relative centres. In particular, we prove that if T is a remotal subset of an inner product space H, and F is a star-shaped set at a relative Chebyshev centre c of T with respect to F, then llx - qT (x)1I2 2 Ilx-cll2 + Ilc-qT (c) 112 x E F, where qT : F + T is any choice functi...

screening for a multivariate mixture normal distribution

Inference for multivariate normal mixtures

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical likelihoodbased methods, which may have nice practical properties, are inconsistent. In this paper, we recommend a penalized likelihood method for estimating the m...