Asymptotic tail properties of the distributions in the class of dispersion models

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The class of dispersion models introduced by Jørgensen (1997b) covers many known distributions such as the normal, Student t, gamma, inverse Gaussian, hyperbola, von-Mises, among others. We study the small dispersion asymptotic (Jørgensen, 1987b) behavior of the probability density functions of dispersion models which satisfy the uniformly convergent saddlepoint approximation. Our results extend those obtained by Finner et al. (2008).

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Statistics Theory, Methodology

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http://salesiana.dossiersoluciones.com/handle/123456789/168843

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0809.1840
 http://arxiv.org/abs/0809.1840

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arXiv