Normal Variance-Mean Mixtures and z Distributions
DOI10.2307/1402598zbMath0497.62019OpenAlexW2314640094MaRDI QIDQ3962322
John T. Kent, Michael Sørensen, Ole Eiler Barndorff-Nielsen
Publication date: 1982
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1402598
surveylogistic distributiontail behaviourself-decomposabilityfirst hitting timesThorin classhyperbolic distributionsTauberian resultshyperbolic cosine distributionnew resultsmodulated normal distributionsnormal variance-mean mixturesself-reciprocityz distributions
Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
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