Analytical properties of generalized Gaussian distributions

DOI10.1186/s40488-018-0088-5zbMath1420.60031OpenAlexW2902384106WikidataQ128825705 ScholiaQ128825705MaRDI QIDQ1720146

H. Vincent Poor, Shlomo Shamai, Ronit Bustin, Alex Dytso

Publication date: 12 February 2019

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s40488-018-0088-5

zbMATH Keywords

Mellin transformcharacteristic functioninfinite divisibilitygeneralized Gaussian distributionself-decomposition

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Exact distribution theory in statistics (62E15)

Related Items (5)

Inequality for the variance of an asymmetric loss ⋮ Query-Augmented Active Metric Learning ⋮ Unnamed Item ⋮ On \((p_{1},\dots,p_{k})\)-spherical distributions ⋮ Minimizing the expected value of the asymmetric loss function and an inequality for the variance of the loss

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