On the Conditional Variance for Scale Mixtures of Normal Distributions - Cambanis, Stamatis; Fotopoulos, Stergios B; He, Lijian (Journal of multivariate analysis, 2000)
Keywords: Distribution theory; Exact sciences and technology; heteroscedasticity; heteroscedasticity, stable random vectors, marginal densities; Linear inference, regression; marginal densities; Mathematics; Probability and statistics; Probability theory and stochastic processes; Sciences and techniques of general use; stable random vectors; Statistics; Sufficiency and information; heteroscedasticity, stable random vectors, marginal densities; Bessel function; Conditional distribution; Stability; Necessary and sufficient condition; Gaussian distribution; Random vector; Mixture; Heteroscedasticity; Conditional variance; Moment; Marginal distribution; Density function; Zolotarev method