A Mixed Bivariate Distribution Connected with Geometric Maxima of Exponential Variables

DOI10.1080/03610920802162680zbMath1292.60022OpenAlexW2143458975MaRDI QIDQ5494726

Anna K. Panorska, Tomasz J. Kozubowski

Publication date: 29 July 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802162680

zbMATH Keywords

maximum likelihood estimationgeometric distributiongeneralized exponential distributionhalf-logistic distributionrandom maximumcurrency exchange rates

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (12)

The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables ⋮ A New Generalized Exponential Geometric Distribution ⋮ The joint distribution of the sum and maximum of dependent Pareto risks ⋮ A new mixed bivariate geometric-exponential life distribution with applications to series systems ⋮ A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns ⋮ A new multivariate model involving geometric sums and maxima of exponentials ⋮ Bivariate gamma-geometric law and its induced Lévy process ⋮ A new trivariate model for stochastic episodes ⋮ A generalized linear model for multivariate events ⋮ On a bivariate Kumaraswamy type exponential distribution ⋮ Univariate and bivariate compound models based on random sum of variates with application to the insurance losses data ⋮ Discrete generalized exponential distribution of a second type

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