Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities

DOI10.1007/s11222-023-10349-6zbMath1529.62019arXiv2305.18634MaRDI QIDQ6190646

Michael Grabchak, Xingnan Zhang

Publication date: 6 February 2024

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2305.18634

zbMATH Keywords

simulationself-decomposable distributionsmultivariate Dickman distributionmultivariate Vervaat perpetuities

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Probability distributions: general theory (60E05)

Cites Work

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