A new multivariate model involving geometric sums and maxima of exponentials

DOI10.1016/j.jspi.2011.01.026zbMath1214.62055OpenAlexW1980227493WikidataQ115443394 ScholiaQ115443394MaRDI QIDQ2431579

Fares Qeadan, Tomasz J. Kozubowski, Anna K. Panorska

Publication date: 15 April 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.01.026

zbMATH Keywords

maximum likelihood estimationhierarchical modelstochastic representationgeometric distributiongeneralized exponential distributionBEG modelBTLG distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (10)

The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables ⋮ The joint distribution of the sum and the maximum of heterogeneous exponential random variables ⋮ The joint distribution of the sum and maximum of dependent Pareto risks ⋮ The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences ⋮ Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays ⋮ A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns ⋮ Bivariate gamma-geometric law and its induced Lévy process ⋮ On a general class of discrete bivariate distributions ⋮ A new trivariate model for stochastic episodes ⋮ A generalized linear model for multivariate events

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