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A characterisation of scale mixtures of the uniform distribution

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  • Fung, Thomas
  • Seneta, Eugene

Abstract

Certain univariate symmetric distributions are representable as scale mixtures of the uniform distribution (SMU). We give a characterisation theorem for the more general multivariate spherical distributions, and illustrate by application to the multivariate exponential power distribution.

Suggested Citation

  • Fung, Thomas & Seneta, Eugene, 2008. "A characterisation of scale mixtures of the uniform distribution," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2883-2888, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:17:p:2883-2888
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    References listed on IDEAS

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    1. Choy, S. T. Boris & Walker, Stephen G., 2003. "The extended exponential power distribution and Bayesian robustness," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 227-232, November.
    2. Arslan, Olcay, 2004. "Family of multivariate generalized t distributions," Journal of Multivariate Analysis, Elsevier, vol. 89(2), pages 329-337, May.
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    1. Fung, Thomas & Seneta, Eugene, 2010. "Extending the multivariate generalised t and generalised VG distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 154-164, January.
    2. Ho, Chi-san & Damien, Paul & Walker, Stephen, 2017. "Bayesian mode regression using mixtures of triangular densities," Journal of Econometrics, Elsevier, vol. 197(2), pages 273-283.

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