Normal scale mixtures and dual probability densities

DOI10.1080/00949659708811867zbMATH Open0912.62020OpenAlexW1989609065MaRDI QIDQ4374346FDOQ4374346

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

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zbMATH Keywords

random variate generationnormal scale mixturedual density

Mathematics Subject Classification ID

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

Cites Work

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• Understanding some long‐tailed symmetrical distributions
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• On scale mixtures of normal distributions
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• Positive Definite Probability Densities
• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• A BESSEL FUNCTION DISTRIBUTION
• On the uncertainty principle for positive definite densities
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Cited In (27)

• Compactly supported correlation functions
• A Pearson random walk with steps of uniform orientation and Dirichlet distributed lengths
• On \(p\)-generalized elliptical random processes
• 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
• Approximate Gibbs sampler for Bayesian Huberized lasso
• New classes of covariance and spectral density functions for spatio-temporal modelling
• 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
• Predictive Inference Based on Markov Chain Monte Carlo Output
• An R implementation for generalized Birnbaum-Saunders distributions
• Global-local mixtures: a unifying framework
• A general approach for obtaining wrapped circular distributions via mixtures
• A mixture of coalesced generalized hyperbolic distributions
• Gaussian approximation of Gaussian scale mixtures
• Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions
• 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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