A new multivariate model involving geometric sums and maxima of exponentials

DOI10.1016/J.JSPI.2011.01.026MaRDI QIDQ2431579zbMATH OpenOpenAlexWikidataFDO

Authors Tomasz J. Kozubowski, Fares Qeadan, Anna K. Panorska

Publication date 15 April 2011

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.2011.01.026

zbMATH Keywords

maximum likelihood estimationhierarchical modelgeometric distributionstochastic representationgeneralized exponential distributionBEG modelBTLG distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Recommendations

• A mixed bivariate distribution connected with geometric maxima of exponential variables
• New geometry of parametric statistical models
• scientific article; zbMATH DE number 6135354
• scientific article; zbMATH DE number 3558659
• Some asymptotic inference in multinomial nonlinear models (a geometric approach)
• Geometry of exponential family nonlinear models and some asymptotic inference
• A new generalized exponential geometric distribution
• Parameter estimation for multivariate exponential sums
• A new multivariate generalized exponential distribution with application

Cites work

• scientific article; zbMATH DE number 1639862 (Why is no real title available?)
• scientific article; zbMATH DE number 3832986 (Why is no real title available?)
• scientific article; zbMATH DE number 3665891 (Why is no real title available?)
• scientific article; zbMATH DE number 69446 (Why is no real title available?)
• scientific article; zbMATH DE number 2079171 (Why is no real title available?)
• scientific article; zbMATH DE number 954492 (Why is no real title available?)
• A bivariate Lévy process with negative binomial and gamma marginals
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
• A mixed bivariate distribution connected with geometric maxima of exponential variables
• A mixed bivariate distribution with exponential and geometric marginals
• A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
• A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
• Arithmetics of a mixed bivariate model
• Distributional properties of the negative binomial Lévy process
• Invariance properties of the negative binomial Levy process and stochastic self-similarity
• Limit theorems for mixed max-sum processes with renewal stopping
• On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
• On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Predicting the sample mean by extreme order statistics
• Some Characterizations of the Exponential Distribution by Geometric Compounding
• Sums and maxima in stationary sequences
• Sums and maxima of discrete stationary processes
• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
• The joint distribution of the sum and the maximum of IID exponential random variables
• The joint limiting distribution of sums and maxima of stationary sequences
• The maximum and mean of a random length sequence

Cited in

(14)

• The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
• A bivariate distribution with Lomax and geometric margins
• Bivariate gamma-geometric law and its induced Lévy process
• A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns
• The joint distribution of the sum and the maximum of heterogeneous exponential random variables
• The joint distribution of the sum and maximum of dependent Pareto risks
• The joint distribution of the sum and the maximum of IID exponential random variables
• A new trivariate model for stochastic episodes
• A general stochastic model for bivariate episodes driven by a gamma sequence
• A generalized linear model for multivariate events
• On a general class of discrete bivariate distributions
• A mixed bivariate distribution connected with geometric maxima of exponential variables
• Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays
• A mixed bivariate distribution with exponential and geometric marginals

This page was built for publication: A new multivariate model involving geometric sums and maxima of exponentials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2431579)