Some properties of extreme stable laws and related infinitely divisible random variables

DOI10.1016/J.JSPI.2008.05.050zbMATH Open1158.60313OpenAlexW2083316717MaRDI QIDQ1007459FDOQ1007459

C. R. Rao, Damodar Shanbhag, Theofanis Sapatinas, M. Bhaskara Rao

Publication date: 20 March 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.05.050

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zbMATH Keywords

infinitely divisible distributionsmoment problemWiener-Hopf factorizationmixtures of exponential distributionsmixtures of geometric distributionsgeneralized Poisson distributionsgeneralized negative binomial distributionslog-extreme stable laws

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10)

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