| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129783 | Statistics & Probability Letters | 2017 | 6 Pages |
Abstract
We study shape properties of normal variance-mean mixtures, in both the univariate and multivariate cases, and determine conditions for unimodality and log-concavity of the density functions. We also interpret such results in practical terms and discuss discrete analogues.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yaming Yu,