Multivariate exponential and geometric distributions with limited memory

DOI10.1006/JMVA.1995.1027zbMath0877.62049OpenAlexW2009930684MaRDI QIDQ1893355

Albert W. Marshall, Ingram Olkin

Publication date: 15 December 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1027

zbMATH Keywords

functional equations

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Functional equations for functions with more general domains and/or ranges (39B52)

Related Items (10)

Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law ⋮ A Generalization of the Lack of Memory Property and Related Characterization Results ⋮ The Lack of Memory Property in the Density Form for the Bivariate Setup ⋮ A stochastic approach to number of corona virus cases ⋮ Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time ⋮ Techniques for controlling bivariate grouped observations ⋮ On two families of bivariate distributions with exponential marginals: aggregation and capital allocation ⋮ A natural parametrization of multivariate distributions with limited memory ⋮ The lack of memory property in the density form ⋮ On the discrete-time compound renewal risk model with dependence

This page was built for publication: Multivariate exponential and geometric distributions with limited memory