The Mixture of Normal Distributions with Different Variances
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Publication:3247463
DOI10.1214/AOMS/1177706981zbMATH Open0080.11905OpenAlexW2050317691WikidataQ56039652 ScholiaQ56039652MaRDI QIDQ3247463FDOQ3247463
Authors: Daniel Teichroew
Publication date: 1957
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177706981
Cited In (11)
- Gaussian mixture analysis of covariance
- Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
- Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
- Gaussian DCT coefficient models
- A new family of probability distributions with applications to data analysis
- On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
- Bayesian inversion with Student's \(t\) priors based on Gaussian scale mixtures
- The mean and median absolute deviations
- Some properties and applications of probability distributions based on MacDonald function
- A compound exponential distribution with application to control charts
- A robust alternative to the normal distribution
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