Local mixtures of the exponential distribution

Article

DOI: 10.1007/s10463-006-0095-z

Cite this article as:
Anaya-Izquierdo, K.A. & Marriott, P.K. AISM (2007) 59: 111. doi:10.1007/s10463-006-0095-z

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.

Keywords

Mixture model Local mixtures Laplace expansion Scale dispersion models Affine geometry 

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Copyright information

© The Institute of Statistical Mathematics, Tokyo 2007

Authors and Affiliations

  1. 1.Department of StatisticsThe Open UniversityMilton KeynesUK
  2. 2.Department of Statistics and Actuarial SciencesUniversity of WaterlooWaterlooCanada

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