On the asymptotic behavior of tails of scale mixtures of normal distributions

DOI10.1007/S10958-016-3209-ZMaRDI QIDQ521117zbMATH OpenOpenAlexFDO

Authors S. N. Koksharov, Sergei N. Antonov

Publication date 6 April 2017

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-016-3209-z

zbMATH Keywords

limit behaviormixture of normal distributionstails of the mixing distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• scientific article; zbMATH DE number 3965058 (Why is no real title available?)
• scientific article; zbMATH DE number 3579669 (Why is no real title available?)
• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• Regularly varying functions

Cited in

(10)

• On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws
• Asymptotic normality in mixture models
• Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
• On scale mixtures of normal distributions
• Tail behaviors of semi-stable distributions
• scientific article; zbMATH DE number 1990889 (Why is no real title available?)
• scientific article; zbMATH DE number 794381 (Why is no real title available?)
• Asymptotic Normality in Mixtures of Power Series Distributions
• ENDOGENOUS SOCIAL NETWORKS AND INEQUALITY IN AN INTERGENERATIONAL SETTING
• Tail asymptotics under beta random scaling

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