A characterisation of scale mixtures of the uniform distribution

Certain univariate symmetric distributions are representable as scale mixtures of the uniform distribution (SMU). We give a characterisation theorem for the more general multivariate spherical distributions, and illustrate by application to the multivariate exponential power distribution.

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Year of publication:	2008
Authors:	Fung, Thomas ; Seneta, Eugene
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 17, p. 2883-2888
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138212