Scale mixtures distributions in statistical modelling

Blackwell Publishing
Publication Type:
Journal Article
Australian & New Zealand Journal Of Statistics, 2008, 50 (2), pp. 135 - 146
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This paper presents two types of symmetric scale mixture probability distributions which include the normal, Student t, Pearson Type VII, variance gamma, exponential power, uniform power and generalized t (GT) distributions. Expressing a symmetric distri
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