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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2012, Volume 22, Issue 1, Pages 167–179
(Mi ssi273)
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This article is cited in 2 scientific papers (total in 2 papers)
Stability of normal scale mixtures with respect to variations in mixing distribution
A. K. Gorshenin Institute for Problems of Informatics of RAS
Abstract:
The problem of stability of finite-scale mixtures of normal distributions with respect to small parameter variations for two practically important cases is examined. The stability is set in terms of two-sided inequalities for the Lévy metrics between mixing distributions and mixtures.
Keywords:
scale mixtures of normal distributions; Lévy metric.
Received: 03.06.2012
Citation:
A. K. Gorshenin, “Stability of normal scale mixtures with respect to variations in mixing distribution”, Sistemy i Sredstva Inform., 22:1 (2012), 167–179
Linking options:
https://www.mathnet.ru/eng/ssi273 https://www.mathnet.ru/eng/ssi/v22/i1/p167
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Abstract page: | 252 | Full-text PDF : | 123 | References: | 38 |
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