Bivariate gamma-geometric law and its induced Lévy process
DOI10.1016/j.jmva.2012.03.004zbMath1320.60038arXiv1302.4390MaRDI QIDQ432306
Publication date: 4 July 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.4390
maximum likelihood estimation; characteristic function; infinitely divisible distribution; Lévy process; bivariate gamma-geometric law; orthogonal parameters
60E07: Infinitely divisible distributions; stable distributions
60G51: Processes with independent increments; Lévy processes
62H12: Estimation in multivariate analysis
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F10: Point estimation
60G50: Sums of independent random variables; random walks
60E05: Probability distributions: general theory
Related Items
Cites Work
- A compound class of Weibull and power series distributions
- A bivariate Lévy process with negative binomial and gamma marginals
- On some lifetime distributions with decreasing failure rate
- A mixed bivariate distribution with exponential and geometric marginals
- A new multivariate model involving geometric sums and maxima of exponentials
- The Weibull-geometric distribution
- A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
- A Mixed Bivariate Distribution Connected with Geometric Maxima of Exponential Variables
- A Class of Random Variables with Discrete Distributions
- Unnamed Item
- Unnamed Item