On characterizations of the gamma and generalized inverse Gaussian distributions

DOI10.1016/J.SPL.2003.11.021zbMath1067.62016OpenAlexW1977185556MaRDI QIDQ1771476

Chao-Wei Chou, Wen-Jang Huang

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.11.021

zbMATH Keywords

characterizationgamma distributiongeneralized inverse Gaussian distributionconstancy of regression

Mathematics Subject Classification ID

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

Related Items (8)

The Matsumoto-Yor property and its converse on symmetric cones ⋮ Multivariate Matsumoto-Yor property is rather restrictive ⋮ Change of measure technique in characterizations of the gamma and Kummer distributions ⋮ Unnamed Item ⋮ On the Matsumoto-Yor type regression characterization of the gamma and Kummer distributions ⋮ Characterizations of GIG laws: a survey ⋮ An alternative inverse Gaussian distribution ⋮ Models for amplitude statistics

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