On scale mixtures of normal distributions
The exponential power family of distributions of Box & Tiao (1973) is shown to be a subset of the class of scale mixtures of normals. The corresponding mixing distributions are explicitly obtained, identifying a close relationship between the exponential power family and a further class of normal scale mixtures, namely the stable distributions. © 1987 Biometrika Trust.
Volume / Issue
Start / End Page
International Standard Serial Number (ISSN)
Digital Object Identifier (DOI)