On the sum of t and Gaussian random variables

DOI10.1016/J.SPL.2006.01.006MaRDI QIDQ2494885zbMATH OpenOpenAlexFDO

Authors G. P. Nason

Publication date 30 June 2006

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

Full work available at URL https://doi.org/10.1016/j.spl.2006.01.006

zbMATH Keywords

error functioncharacteristic functionwavelet shrinkagesum of Gaussian and Student's \(t\)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

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Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 50118 (Why is no real title available?)
• scientific article; zbMATH DE number 1865509 (Why is no real title available?)
• scientific article; zbMATH DE number 3212213 (Why is no real title available?)
• Empirical Bayes selection of wavelet thresholds
• Exploratory Projection Pursuit
• Multivariate T-Distributions and Their Applications
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• On polynomial-based projection indices for exploratory projection pursuit
• On the linear combination of exponential and gamma random variables
• Robust projection indices
• The Moment-Generating Function and Negative Integer Moments

Cited in

(11)

• On predictive density estimation for location families under integrated squared error loss
• A Monte Carlo simulation study of two-sided tolerance intervals in balanced one-way random effects model for non-normal errors
• The product \(t\) density distribution arising from the product of two Student's \(t\) PDFs
• Asymptotic Expansions for i.i.d. Sums Via Lower-order Convolutions
• The distribution of the sum of a normal and a \(t\) random variable with arbitrary degrees of freedom
• Normal and Student's \(t\) distributions and their applications
• On the distribution of mixed sum of independent random variables one of them associated with Srivastava's polynomials and \(\overline{H}\)-function
• On the density of the sum of two independent Student t-random vectors
• On the convolution of normal and \(t\) random variables
• Exact convolution oftdistributions, with applications to Bayesian inference for a normal mean withtprior distributions^∗
• scientific article; zbMATH DE number 6177989 (Why is no real title available?)

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