%0 Journal Article
%T Asymptotic tail properties of the distributions in the class of dispersion models
%A Alexandre B. Simas
%A Gauss M. Cordeiro
%A Saralees Nadarajah
%J Mathematics
%D 2008
%I arXiv
%X The class of dispersion models introduced by J{\o}rgensen (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 (J{\o}rgensen, 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).
%U http://arxiv.org/abs/0809.1840v1