Iterated probability distributions and extremes with random sample size

DOI10.1007/BF00049295MaRDI QIDQ1817415zbMATH OpenFDO

Authors B. Rauhut

Publication date 1 December 1996

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

stable distributionsextremesrandom sample sizedistribution-preserving mapping

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99)

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Cites work

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• scientific article; zbMATH DE number 4197687 (Why is no real title available?)
• Characterization of the logistic and loglogistic distributions by extreme value related stability with random sample size
• Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
• Eine simultane Charakterisierung der geometrischen Verteilung und der logistischen Verteilung
• Geometric stable distributions in Banach spaces
• Max-geometric infinite divisibility and stability
• Modeling asset returns with alternative stable distributions^*
• Some stability classes for random numbers of random vectors
• Stability of extremes with random sample size

Cited in

(3)

• Sharp bounds for \(L\)-statistics from dependent samples of random length
• scientific article; zbMATH DE number 169737 (Why is no real title available?)
• Bounds forL-Statistics from Weakly Dependent Samples of Random Length

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