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

DOI10.1007/S10958-016-3209-ZzbMath1380.60024OpenAlexW2563487951MaRDI QIDQ521117

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

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

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Cites Work

• Infinite Divisibility and Variance Mixtures of the Normal Distribution
• Regularly varying functions
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