Identifiability of Finite Mixtures of Elliptical Distributions
Identifiability of Finite Mixtures of Elliptical Distributions
Abstract. We present general results on the identifiability of finite mixtures of elliptical distributions under conditions on the characteristic generators or density generators. Examples include the multivariate t ‐distribution, symmetric stable laws, exponential power and Kotz distributions. In each case, the shape parameter is allowed to vary in the mixture, …