ﻻ يوجد ملخص باللغة العربية
In this paper, a new mixture family of multivariate normal distributions, formed by mixing multivariate normal distribution and skewed distribution, is constructed. Some properties of this family, such as characteristic function, moment generating function, and the first four moments are derived. The distributions of affine transformations and canonical forms of the model are also derived. An EM type algorithm is developed for the maximum likelihood estimation of model parameters. We have considered in detail, some special cases of the family, using standard gamma and standard exponential mixture distributions, denoted by MMNG and MMNE, respectively. For the proposed family of distributions, different multivariate measures of skewness are computed. In order to examine the performance of the developed estimation method, some simulation studies are carried out to show that the maximum likelihood estimates based on the EM type algorithm do provide good performance. For different choices of parameters of MMNE distribution, several multivariate measures of skewness are computed and compared. Because some measures of skewness are scalar and some are vectors, in order to evaluate them properly, we have carried out a simulation study to determine the power of tests, based on samp
For testing two random vectors for independence, we consider testing whether the distance of one vector from a center point is independent from the distance of the other vector from a center point by a univariate test. In this paper we provide condit
Modeling of longitudinal data often requires diffusion models that incorporate overall time-dependent, nonlinear dynamics of multiple components and provide sufficient flexibility for subject-specific modeling. This complexity challenges parameter in
We propose a new adaptive empirical Bayes framework, the Bag-Of-Null-Statistics (BONuS) procedure, for multiple testing where each hypothesis testing problem is itself multivariate or nonparametric. BONuS is an adaptive and interactive knockoff-type
In this paper we show that the family P_d of probability distributions on R^d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence in total va
Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear seemingly