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Autores principales: Duttilo, Pierdomenico, Gattone, Stefano Antonio, Kume, Alfred
Formato: Preprint
Publicado: 2025
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Acceso en línea:https://arxiv.org/abs/2506.03285
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author Duttilo, Pierdomenico
Gattone, Stefano Antonio
Kume, Alfred
author_facet Duttilo, Pierdomenico
Gattone, Stefano Antonio
Kume, Alfred
contents This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An expectation conditional maximisation (ECM) algorithm with Newton-Raphson updates is used to estimate the model parameters under the constraints. Simulation studies demonstrate that imposing correct constraints leads to more accurate parameter estimation compared to unconstrained mixtures, especially when components substantially overlap. Constrained models also exhibit competitive performance in capturing key characteristics of the marginal distribution, such as kurtosis. On a real dataset of daily stock index returns, CMGND models outperform constrained mixtures of normals and Student's t distributions based on the BIC criterion, highlighting their flexibility in modelling nonnormal features. The proposed constrained approach enhances interpretability and can improve parametric efficiency without compromising distributional flexibility for complex data.
format Preprint
id arxiv_https___arxiv_org_abs_2506_03285
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Constrained mixtures of generalized normal distributions
Duttilo, Pierdomenico
Gattone, Stefano Antonio
Kume, Alfred
Methodology
Computation
This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An expectation conditional maximisation (ECM) algorithm with Newton-Raphson updates is used to estimate the model parameters under the constraints. Simulation studies demonstrate that imposing correct constraints leads to more accurate parameter estimation compared to unconstrained mixtures, especially when components substantially overlap. Constrained models also exhibit competitive performance in capturing key characteristics of the marginal distribution, such as kurtosis. On a real dataset of daily stock index returns, CMGND models outperform constrained mixtures of normals and Student's t distributions based on the BIC criterion, highlighting their flexibility in modelling nonnormal features. The proposed constrained approach enhances interpretability and can improve parametric efficiency without compromising distributional flexibility for complex data.
title Constrained mixtures of generalized normal distributions
topic Methodology
Computation
url https://arxiv.org/abs/2506.03285