On the conditional variance for scale mixtures of normal distributions
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Publication:1587358
DOI10.1006/jmva.1999.1888zbMath0962.62010MaRDI QIDQ1587358
Stamatis Cambanis, Stergios B. Fotopoulos, Lijian He
Publication date: 18 June 2001
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1999.1888
60E07: Infinitely divisible distributions; stable distributions
62E15: Exact distribution theory in statistics
60E10: Characteristic functions; other transforms
62E10: Characterization and structure theory of statistical distributions
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Cites Work
- Existence of joint moments of stable random variables
- On the theory of elliptically contoured distributions
- Multiple regression on stable vectors
- Mixtures of distributions, moment inequalities and measures of exponentiality and normality
- Metric spaces and completely monontone functions
- On the linearity of regression
- Elliptically contoured measures on infinite-dimensional Banach spaces
- Infinite Divisibility and Variance Mixtures of the Normal Distribution
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