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How broad is the class of normal scale mixtures?

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Publication:1249394
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DOI10.1214/aos/1176344318zbMath0385.62013OpenAlexW2015973846MaRDI QIDQ1249394

Richard A. Olshen, Efron, Bradley

Publication date: 1978

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344318



Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory of statistical distributions (62E10)


Related Items (9)

Rejoinder: Confidence Intervals for Nonparametric Empirical Bayes Analysis ⋮ Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures ⋮ Adaptive choice of trimming proportions ⋮ Dimension-wise scaled normal mixtures with application to finance and biometry ⋮ Semiparametric mixture: continuous scale mixture approach ⋮ Existence of a normal scale mixture with a given variance and a percentile ⋮ Accelerated failure time modeling via nonparametric mixtures ⋮ Adaptive robust regression with continuous Gaussian scale mixture errors ⋮ A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models







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