Stability for multivariate exponential families

DOI10.1023/A:1011307607797MaRDI QIDQ1600633zbMATH OpenOpenAlexFDO

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

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)

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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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