On the Asymptotic Behavior of Tails of Scale Mixtures of Normal Distributions
- 作者: Antonov S.N.1, Koksharov S.N.1
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隶属关系:
- Lomomosov Moscow State University
- 期: 卷 220, 编号 6 (2017)
- 页面: 660-671
- 栏目: 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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详细
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.
作者简介
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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