Existence of a normal scale mixture with a given variance and a percentile

DOI10.1016/0167-7152(95)00104-2zbMath0846.62011OpenAlexW2004890543MaRDI QIDQ1916239

Sanjib Basu

Publication date: 1 September 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00104-2

zbMATH Keywords

percentilemoment theoryconstrained normal scale mixture distribution familynormal percentile

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Semiparametric mixture: continuous scale mixture approach ⋮ A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models

Cites Work

• How broad is the class of normal scale mixtures?
• Robustness of standard confidence intervals for location parameters under departure from normality
• Representation Theorems for Distribution Functions
• Determining Bounds on Integrals with Applications to Cataloging Problems
• Identifiability of Finite Mixtures
• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• Robust Estimates of Location: Survey and Advances
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