The relation between the limit behavior of the tails of the mixing distribution and that of the corresponding mixture of normal distributions is investigated. Three alternative ways of tail decay are considered.
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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 19, pp. 90–104, 2006
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Antonov, S.N., Koksharov, S.N. On the Asymptotic Behavior of Tails of Scale Mixtures of Normal Distributions . J Math Sci 220, 660–671 (2017). https://doi.org/10.1007/s10958-016-3209-z
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DOI: https://doi.org/10.1007/s10958-016-3209-z