Publication
Gaussian Scale Mixtures
| dc.contributor.author | Felgueiras, Miguel Martins | |
| dc.contributor.author | Martins, João Paulo | |
| dc.contributor.author | Santos, Rui Filipe | |
| dc.contributor.editor | European Society of Computational Methods in Sciences and Engineering (ESCMSE) | |
| dc.date.accessioned | 2025-10-20T10:49:32Z | |
| dc.date.available | 2025-10-20T10:49:32Z | |
| dc.date.issued | 2017-02 | |
| dc.description.abstract | In this paper we present a parsimonious approximation of a Gaussian mixture when its components share a common mean value, i.e. a scale mixture. We show that a shifted and scaled Student’s t -distribution can be approximated to this type of mixture, and use the result to develop a hypothesis test for the equality of the components mean value. A simulation study to check the quality of the approximation is also provided, together with an application to logarithmic daily returns. | eng |
| dc.description.sponsorship | Research partially funded by FCT, Portugal, through the project Pest-OE/MAT/UI0006/2014 | |
| dc.identifier.citation | Felgueiras, Miguel & Martins, J.P. & Santos, Rui. (2017). Gaussian scale mixtures. 11. 1-10 | |
| dc.identifier.issn | 1790–8140 | |
| dc.identifier.uri | http://hdl.handle.net/10400.8/14321 | |
| dc.language.iso | eng | |
| dc.peerreviewed | yes | |
| dc.publisher | European Society of Computational Methods in Sciences and Engineering (ESCMSE) | |
| dc.relation | Strategic Project - UI 6 - 2014 | |
| dc.relation.hasversion | https://jnaiam.org/?s=Gaussian+scale+mixtures | |
| dc.rights.uri | N/A | |
| dc.subject | Gaussian scale mixture | |
| dc.subject | Student’s t -distribution | |
| dc.subject | Log-returns | |
| dc.subject | Simulation | |
| dc.title | Gaussian Scale Mixtures | eng |
| dc.type | research article | |
| dspace.entity.type | Publication | |
| oaire.awardTitle | Strategic Project - UI 6 - 2014 | |
| oaire.awardURI | http://hdl.handle.net/10400.8/13114 | |
| oaire.citation.endPage | 10 | |
| oaire.citation.startPage | 1 | |
| oaire.citation.title | Journal of Numerical Analysis, Industrial and Applied Mathematics | |
| oaire.citation.volume | 11 | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| oaire.version | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |
| person.familyName | Oliveira Martins | |
| person.givenName | João Paulo | |
| person.identifier.orcid | 0000-0002-0474-1397 | |
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