A characterization of gamma mixtures of stable laws motivated by limit theorems

DOI10.1111/j.1467-9574.1992.tb01338.xzbMath0767.62013OpenAlexW2101624229MaRDI QIDQ4696599

Anthony G. Pakes

Publication date: 29 June 1993

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1992.tb01338.x

zbMATH Keywords

limit theoremssemi-stable lawscharacterization of gamma mixtures of stable laws

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10)

Related Items (13)

Characterization of discrete laws via mixed sums and Markov branching processes ⋮ Necessary conditions for characterization of laws via mixed sums ⋮ On some characterizations of the mixture of gamma distributions ⋮ A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications ⋮ Linnik Lévy process and some extensions ⋮ Linnik processes ⋮ A stochastic model for proactive risk management decisions ⋮ Analytic and asymptotic properties of generalized Linnik probability densities ⋮ Analytic and asymptotic properties of multivariate generalized Linnik's probability densities ⋮ A stochastic discounting model arising in competing risks management ⋮ Analytic and asymptotic properties of non-symmetric Linnik's probability densities ⋮ Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations ⋮ New error bounds for Laplace approximationviaStein’s method

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• Characterization of distributions by the method of intensively monotone operators
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• On characterizations of exponential distributions
• Note on a characterization of gamma distributions
• Limit distributions of self-normalized sums
• On the domain of partial attraction of semi-stable distributions
• A note on certain power mixtures
• ON CHARACTERIZATIONS THROUGH MIXED SUMS
• On the Extension of the Class of Stable Distributions

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