On the Asymptotic Behavior of Tails of Scale Mixtures of Normal Distributions
- Autores: Antonov S.N.1, Koksharov S.N.1
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Afiliações:
- Lomomosov Moscow State University
- Edição: Volume 220, Nº 6 (2017)
- Páginas: 660-671
- Seção: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/238904
- DOI: https://doi.org/10.1007/s10958-016-3209-z
- ID: 238904
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Resumo
The relation between the limit behavior of the tails of the mixing distribution and that of the corresponding mixture of normal distributions is investigated. Three alternative ways of tail decay are considered.
Sobre autores
S. Antonov
Lomomosov Moscow State University
Email: sergey.koksharov@gmail.com
Rússia, Moscow
S. Koksharov
Lomomosov Moscow State University
Autor responsável pela correspondência
Email: sergey.koksharov@gmail.com
Rússia, Moscow
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