Stability for multivariate exponential families

DOI10.1023/A:1011307607797zbMATH Open1001.60003OpenAlexW1522208949MaRDI QIDQ1600633FDOQ1600633

Authors: Claudia Klüppelberg, August A. Balkema, Sidney I. Resnick 

Publication date: 16 June 2002

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011307607797

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Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Geometric probability and stochastic geometry (60D05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cited In (3)

• Stability and independence for multivariate refinable distributions
• On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
• Domains of attraction for exponential families.

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