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This article is cited in 2 scientific papers (total in 2 papers)
Splitting method for strong stable mixtures of normal laws in stable index $\alpha=1$ and $\alpha=2$
E. L. Borodulina, E. L. Krotova Perm State Technical University
Abstract:
Splitting method for strong stable scale mixtures of normal laws is investigated, the mixtures being limit distributions of compound Cox processes. For stable index $\alpha=1$ the precise formula of invariant density distribution relevant to scale transformation was derived. Using classical and asymptotic methods the sample size necessary to determine the difference between normal mixture and the alternative $\alpha=1$ was computed.
Received: 09.04.2007
Citation:
E. L. Borodulina, E. L. Krotova, “Splitting method for strong stable mixtures of normal laws in stable index $\alpha=1$ and $\alpha=2$”, Matem. Mod., 20:7 (2008), 3–12
Linking options:
https://www.mathnet.ru/eng/mm2689 https://www.mathnet.ru/eng/mm/v20/i7/p3
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Abstract page: | 496 | Full-text PDF : | 119 | References: | 77 | First page: | 8 |
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