Normal scale mixtures and dual probability densities

DOI10.1080/00949659708811867zbMath0912.62020OpenAlexW1989609065MaRDI QIDQ4374346

Tilmann Gneiting

Publication date: 30 May 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811867

zbMATH Keywords

random variate generationnormal scale mixturedual density

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Statistical distribution theory (62E99)

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• A note on Linnik's distribution
• On the uncertainty principle for positive definite densities
• Positive Definite Probability Densities
• On scale mixtures of normal distributions
• Normal Variance-Mean Mixtures and z Distributions
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• A BESSEL FUNCTION DISTRIBUTION
• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• Understanding some long‐tailed symmetrical distributions

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