On the Asymptotic Behavior of Tails of Scale Mixtures of Normal Distributions


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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.

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S. Antonov

Lomomosov Moscow State University

Email: sergey.koksharov@gmail.com
俄罗斯联邦, Moscow

S. Koksharov

Lomomosov Moscow State University

编辑信件的主要联系方式.
Email: sergey.koksharov@gmail.com
俄罗斯联邦, Moscow

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