Iterated probability distributions and extremes with random sample size
From MaRDI portal
Publication:1817415
DOI10.1007/BF00049295zbMath0866.60043MaRDI QIDQ1817415
Publication date: 1 December 1996
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99)
Related Items (2)
Sharp bounds for \(L\)-statistics from dependent samples of random length ⋮ Bounds forL-Statistics from Weakly Dependent Samples of Random Length
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
- Eine simultane Charakterisierung der geometrischen Verteilung und der logistischen Verteilung
- Geometric stable distributions in Banach spaces
- Stability of extremes with random sample size
- Characterization of the logistic and loglogistic distributions by extreme value related stability with random sample size
- Max-geometric infinite divisibility and stability
- Some stability classes for random numbers of random vectors
- Modeling asset returns with alternative stable distributions*
This page was built for publication: Iterated probability distributions and extremes with random sample size