Email this article On the Asymptotic Behavior of Tails of Scale Mixtures of Normal Distributions
- Authors: Antonov S.N.1, Koksharov S.N.1
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Affiliations:
- Lomomosov Moscow State University
- Issue: Vol 220, No 6 (2017)
- Pages: 660-671
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238904
- DOI: https://doi.org/10.1007/s10958-016-3209-z
- ID: 238904
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Abstract
The relation between the limit behavior of the tails of the mixing distribution and that of the corresponding mixture of normal distributions is investigated. Three alternative ways of tail decay are considered.
About the authors
S. N. Antonov
Lomomosov Moscow State University
Email: sergey.koksharov@gmail.com
Russian Federation, Moscow
S. N. Koksharov
Lomomosov Moscow State University
Author for correspondence.
Email: sergey.koksharov@gmail.com
Russian Federation, Moscow
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