Bayesian density estimation using Skew Student-t-Normal mixtures

被引：32

作者：

Barbosa Cabral, Celso Romulo ^{[1
]}

Bolfarine, Heleno ^{[2
]}

Gomes Pereira, Jose Raimundo ^{[1
]}

机构：

[1] Univ Fed Amazonas, Dept Estat, BR-69077000 Manaus, Amazonas, Brazil

[2] Univ Sao Paulo, IME, Dept Estat, BR-05508090 Sao Paulo, Brazil

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2008年 / 52卷 / 12期

关键词：

D O I：

10.1016/j.csda.2008.05.003

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We present a Bayesian approach for modeling heterogeneous data and estimate multimodal densities using mixtures of Skew Student-t-Normal distributions [Gomez, H.W., Venegas, O., Bolfarine, H., 2007. Skew-symmetric distributions generated by the distribution function of the normal distribution. Environmetrics 18, 395-407]. A stochastic representation that is useful for implementing a MCMC-type algorithm and results about existence of posterior moments are obtained. Marginal likelihood approximations are obtained, in order to compare mixture models with different number of component densities. Data sets concerning the Gross Domestic Product per capita (Human Development Report) and body mass index (National Health and Nutrition Examination Survey), previously studied in the related literature, are analyzed. (c) 2008 Elsevier B.V. All rights reserved.

引用

页码：5075 / 5090

页数：16

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