Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability (Q847406)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5669332
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability |
scientific article; zbMATH DE number 5669332 |
Statements
Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability (English)
0 references
12 February 2010
0 references
The authors examine relationships between the moments of infinitely divisible (inf div) distributions and those of their, possibly truncated, canonical measures. Such relations were first examined by Shapiro (1956) and by Ramachandran (1969). The authors consider extensions of such relationships to multivariate inf div distributions. It turns out that many, but not all, of these properties are similar to the univariate case. The investigations lead to a class of selfdecomposable multivariate distributions
0 references
multivariate generalized hyperbolic distributions
0 references
multivariate indecomposability
0 references
multivariate infinite divisibility
0 references
multivariate self-decomposability
0 references
stable distributions
0 references
0.7826083898544312
0 references
