A Numerical Study of Small Parameter Behavior of Some Families of Distributions

DOI10.1080/03610918.2015.1136414zbMath1348.62032OpenAlexW2331079788MaRDI QIDQ2828767

Benzion Boukai, Igor Kleiner, Shaul K. Bar-Lev

Publication date: 26 October 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1136414

zbMATH Keywords

approximationlimiting distributiongamma distributionpositive stable distributionBessel type distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Uses Software

• stabledist

Cites Work

• Unnamed Item
• On the small-time behavior of subordinators
• The limiting behavior of some infinitely divisible exponential dispersion models
• Existence of moments and an asymptotic result based on a mixture of exponential distributions
• Small parameter behavior of families of distributions
• A note on the behaviour of the stable distributions for small index ?
• On certain self-decomposable distributions
• The representation of 𝑒^{-𝑥^{𝜆}} as a Laplace integral

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