A new multivariate Laplace distribution based on the mixture of normal distributions

Screening for a Multivariate Mixture Normal Distribution

screening for a multivariate mixture normal distribution

A Comparison of Information Criteria in Clustering Based on Mixture of Multivariate Normal Distributions

Clustering analysis based on a mixture of multivariate normal distributions is commonly used in the clustering of multidimensional data sets. Model selection is one of the most important problems in mixture cluster analysis based on the mixture of multivariate normal distributions. Model selection involves the determination of the number of components (clusters) and the selection of an appropri...

Applications of The Normal Laplace and Generalized Normal Laplace Distributions

Two parametric models for income and financial return distributions are presented. There are the four-parameter normal Laplace (NL) and the five-parameter generalized normal Laplace (GNL) distributions. Their properties are discussed; furthermore, estimation of the parameters by the method of moments and maximum likelihood is presented. The performances of fitting the two models to nine empiric...

Discrete Choice Models Based on the Scale Mixture of Multivariate Normal Distributions

A rich class of parametric models is proposed for discrete choice data based on the scale mixture of multivariate normal distributions. The multinomial probit model is a special case in the class. The new models can be implemented in a Bayesian framework without much difficulty because of their special connections to the multinomial probit model. A Gibbs sampler with data augmentation is used t...