Modeling with a large class of unimodal multivariate distributions

作者：Paez M. S.^*; Walker S. G.

来源：Journal of Applied Statistics, 2018, 45(10): 1823-1845.

DOI：10.1080/02664763.2017.1396296

• Unimodal distribution
• multivariate unimodality
• mixture models
• nonparametric Bayesian inference

In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation for unimodal densities on the real line. We start by introducing a new class of unimodal distributions which can then be naturally extended to higher dimensions, using the multivariate Gaussian copula. Under both univariate and multivariate settings, we provide MCMC algorithms to perform inference about the model parameters and predictive densities. The methodology is illustrated with univariate and bivariate examples, and with variables taken from a real data set.

• 出版日期2018