New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme
From MaRDI portal
Publication:1380645
DOI10.1016/S0167-7152(97)82790-3zbMath0902.62021MaRDI QIDQ1380645
Publication date: 13 July 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)
Related Items
Generalized Marshall-Olkin distributions and related bivariate aging properties ⋮ Multivariate generalized Marshall-Olkin distributions and copulas ⋮ Marshall and Olkin's distributions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
- A bivariate stable characterization and domains of attraction
- Option pricing for stable and infinitely divisible asset returns
- A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
- Randomly observed random walks
- Limit Theorems for the Distributions of the Sums of a Random Number of Random Variables
- Real Analysis and Probability
- A Multivariate Exponential Distribution
This page was built for publication: New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme