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

DOI10.1016/0167-7152(95)00104-2zbMATH Open0846.62011OpenAlexW2004890543MaRDI QIDQ1916239FDOQ1916239

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

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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)

Cites Work

• Robust Estimates of Location: Survey and Advances
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• Identifiability of Finite Mixtures
• How broad is the class of normal scale mixtures?
• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• Representation Theorems for Distribution Functions
• Robustness of standard confidence intervals for location parameters under departure from normality
• Determining Bounds on Integrals with Applications to Cataloging Problems
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• Title not available (Why is that?)

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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