A new condition for identifiability of finite mixture distributions
✍ Scribed by N. Atienza; J. Garcia-Heras; J. M. Muñoz-Pichardo
- Publisher
- Springer
- Year
- 2005
- Tongue
- English
- Weight
- 113 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0026-1335
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For a scale mixture of normal vector, X=A 1Â2 G, where X, G # R n and A is a positive variable, independent of the normal vector G, we obtain that the conditional variance covariance, Cov(X 2 | X 1 ), is always finite a.s. for m 2, where X 1 # R n and m<n, and remains a.s. finite even for m=1, if an