Normal scale mixtures and dual probability densities

DOI10.1080/00949659708811867MaRDI QIDQ4374346zbMATH OpenOpenAlexFDO

Authors 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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Cites work

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• scientific article; zbMATH DE number 699423 (Why is no real title available?)
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• A BESSEL FUNCTION DISTRIBUTION
• A note on Linnik's distribution
• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• Normal Variance-Mean Mixtures and z Distributions
• On scale mixtures of normal distributions
• On the uncertainty principle for positive definite densities
• Positive Definite Probability Densities
• Understanding some long‐tailed symmetrical distributions

Cited in

(27)

• Compactly supported correlation functions
• On \(p\)-generalized elliptical random processes
• A Pearson random walk with steps of uniform orientation and Dirichlet distributed lengths
• Some covariance models based on normal scale mixtures
• On The Uncertainty Relation for Positive-Definite Probability Densities, II
• Radial kernels via scale derivatives
• On a variance stabilizing model and its application to genomic data
• Pdfs and dual pdfs
• Influence diagnostics on the coefficient of variation of elliptically contoured distributions
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions
• New classes of covariance and spectral density functions for spatio-temporal modelling
• Approximate Gibbs sampler for Bayesian Huberized lasso
• OPTION PRICING WITH VG–LIKE MODELS
• The horseshoe-like regularization for feature subset selection
• Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically Contoured Densities That Are Marginally Normal
• Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
• Tail conditional risk measures for location-scale mixture of elliptical distributions
• An R implementation for generalized Birnbaum-Saunders distributions
• Predictive Inference Based on Markov Chain Monte Carlo Output
• Global-local mixtures: a unifying framework
• A general approach for obtaining wrapped circular distributions via mixtures
• A mixture of coalesced generalized hyperbolic distributions
• Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions
• Gaussian approximation of Gaussian scale mixtures
• The Dagum family of isotropic correlation functions
• The Shkarofsky-Gneiting class of covariance models for bivariate Gaussian random fields
• Density testing in a contaminated sample

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