Local mixtures of the exponential distribution

K.A. Anaya-Izquierdo, P.K. Marriott

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

Abstract

A new class of local mixture models called local scale mixture models is introduced. This class is particularly suitable for the analysis of mixtures of the exponential distribution. The affine structure revealed by specific asymptotic expansions is the motivation for the construction of these models. They are shown to have very nice statistical properties which are exploited to make inferences in a straightforward way. The effect on inference of a new type of boundaries, called soft boundaries, is analyzed. A simple simulation study shows the applicability of this type of models.
Original languageEnglish
Pages (from-to)111-134
Number of pages24
JournalAnnals of the Institute of Statistical Mathematics
Volume59
Issue number1
Early online date13 Jan 2007
DOIs
Publication statusPublished - Mar 2007

Keywords

  • Mixture model
  • Local mixtures
  • Laplace expansion
  • Scale dispersion models
  • Affine geometry

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