Codes MSC :
33E05 - Elliptic functions and integrals
60E07 - Infinitely divisible distributions; stable distributions
62E10 - Characterization and structure theory

Ressources complémentaires :
https://www.cirm-math.fr/RepOrga/2146/Slides/Letac.pdf

Voir aussi

• [Virtualconference] Experimenting in equilibrium / Auteur de la Conférence Wager, Stefan. CIRM
  
• [Virtualconference] Structure learning for CTBN's / Auteur de la Conférence Miasojedow, Błażej. CIRM
  
• [Virtualconference] The price of competition: effect size heterogeneity matters in high dimensions! / Auteur de la Conférence Wang, Hua. CIRM
  
• [Virtualconference] Scaling of scoring rules / Auteur de la Conférence Wallin, Jonas. CIRM
  
• [Virtualconference] Hierarchical bayes modeling for large-scale inference / Auteur de la Conférence Yekutieli, Daniel. CIRM
  
• [Virtualconference] Change: detection, estimation, segmentation / Auteur de la Conférence Siegmund, David. CIRM
  
• [Virtualconference] High-dimensional, multiscale online changepoint detection / Auteur de la Conférence Samworth, Richard. CIRM
  
• [Virtualconference] The smoothed multivariate square-root Lasso: an optimization lens on concomitant estimation / Auteur de la Conférence Salmon, Joseph. CIRM
  
• [Virtualconference] Knockoff genotypes: value in counterfeit / Auteur de la Conférence Sabatti, Chiara. CIRM
  
• [Virtualconference] Optimal and maximin procedures for multiple testing problems / Auteur de la Conférence Rosset, Saharon. CIRM
  
• [Virtualconference] Sparse multiple testing: can one estimate the null distribution ? / Auteur de la Conférence Roquain, Etienne. CIRM
  
• [Virtualconference] Bayesian spatial adaptation / Auteur de la Conférence Rockova, Veronika. CIRM
  
• [Virtualconference] Universal inference using the split likelihood ratio test / Auteur de la Conférence Ramdas, Aaditya K.. CIRM
  
• [Virtualconference] How to estimate a density on a spider web ? / Auteur de la Conférence Picard, Dominique. CIRM
  
• [Virtualconference] Post hoc bounds on false positives using reference families / Auteur de la Conférence Neuvial, Pierre. CIRM
  
• [Virtualconference] Shrinkage estimation of mean for complex multivariate normal distribution with unknown covariance when p > n / Auteur de la Conférence Konno, Yoshihiko. CIRM
  
• [Virtualconference] Treatment effect estimation with missing attributes / Auteur de la Conférence Josse, Julie. CIRM
  
• [Virtualconference] Floodgate: inference for model-free variable importance / Auteur de la Conférence Janson, Lucas. CIRM
  
• [Virtualconference] On Cholesky structures on real symmetric matrices and their applications / Auteur de la Conférence Ishi, Hideyuki. CIRM
  
• [Virtualconference] Optimal control of false discovery criteria in the general two-group model / Auteur de la Conférence Heller, Ruth. CIRM
  
• [Virtualconference] Isotonic Distributional Regression (IDR) - leveraging monotonicity, uniquely so! / Auteur de la Conférence Gneiting, Tilmann. CIRM
  
• [Virtualconference] De-biasing arbitrary convex regularizers and asymptotic normality / Auteur de la Conférence Bellec, Pierre C.. CIRM
  
• [Virtualconference] Consistent model selection criteria and goodness-of-fit test for common time series models / Auteur de la Conférence Bardet, Jean-Marc. CIRM
  
• [Virtualconference] High-dimensional classification by sparse logistic regression / Auteur de la Conférence Abramovich, Felix. CIRM
  

ANDREWS, David F. et MALLOWS, Colin L. Scale mixtures of normal distributions. Journal of the Royal Statistical Society: Series B (Methodological), 1974, vol. 36, no 1, p. 99-102. - https://doi.org/10.1111/j.2517-6161.1974.tb00989.x


LETAC, Gérard et MASSAM, Hélène. Gaussian approximation of Gaussian scale mixture. arXiv preprint arXiv:1810.02036, 2018. - https://arxiv.org/abs/1810.02036


MONAHAN, John H. et STEFANSKI, Leonard A. Normal scale mixture approximations to the logistic distribution with applications. North Carolina State University. Dept. of Statistics, 1989. -


STEFANSKI, Leonard A. A normal scale mixture representation of the logistic distribution. Statistics & Probability Letters, 1991, vol. 11, no 1, p. 69-70. - https://doi.org/10.1016/0167-7152(91)90181-P


WEST, Mike. On scale mixtures of normal distributions. Biometrika, 1987, vol. 74, no 3, p. 646-648. - https://doi.org/10.1093/biomet/74.3.646