Extendibility of Marshall-Olkin distributions and inverse Pascal triangles

DOI10.1214/11-BJPS158zbMath1298.62083OpenAlexW2048731453MaRDI QIDQ470359

Matthias Scherer, Jan-Frederik Mai

Publication date: 12 November 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1369746496

zbMATH Keywords

Marshall-Olkin distributionPascal's triangleDe Finetti's theoremLévy subordinatortruncated Hausdorff's moment problem

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ On the structure of exchangeable extreme-value copulas ⋮ Unnamed Item ⋮ Canonical spectral representation for exchangeable max-stable sequences ⋮ Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk ⋮ A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution

Cites Work

• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Lévy-frailty copulas
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• An introduction to copulas. Properties and applications
• Regenerative composition structures
• Reparameterizing Marshall–Olkin copulas with applications to sampling
• A Multivariate Exponential Distribution
• Metric Spaces and Positive Definite Functions
• Geometry of moment spaces
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