Existence of a normal scale mixture with a given variance and a percentile

DOI10.1016/0167-7152(95)00104-2MaRDI QIDQ1916239zbMATH OpenOpenAlexFDO

Authors Sanjib Basu

Publication date 1 September 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00104-2

zbMATH Keywords

percentilemoment theoryconstrained normal scale mixture distribution familynormal percentile

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 3835132 (Why is no real title available?)
• scientific article; zbMATH DE number 4174130 (Why is no real title available?)
• scientific article; zbMATH DE number 3731128 (Why is no real title available?)
• scientific article; zbMATH DE number 3485662 (Why is no real title available?)
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• Determining Bounds on Integrals with Applications to Cataloging Problems
• How broad is the class of normal scale mixtures?
• Identifiability of Finite Mixtures
• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• Representation Theorems for Distribution Functions
• Robust Estimates of Location: Survey and Advances
• Robustness of standard confidence intervals for location parameters under departure from normality

Cited in

(3)

• Semiparametric mixture: continuous scale mixture approach
• A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models
• A note on the maximum deviation of the scale-contaminated normal to the best normal distribution

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