Extendibility of Marshall-Olkin distributions and inverse Pascal triangles
DOI10.1214/11-BJPS158zbMATH Open1298.62083OpenAlexW2048731453MaRDI QIDQ470359FDOQ470359
Authors: Jan-Frederik Mai, Matthias Scherer 
Publication date: 12 November 2014
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1369746496
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Marshall-Olkin distributionPascal's triangleDe Finetti's theorem[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+subordinator&go=Go L��vy subordinator]truncated Hausdorff's moment problem
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
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Cited In (9)
- The deFinetti representation of generalised Marshall-Olkin sequences
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes
- Implementing Markovian models for extendible Marshall-Olkin distributions
- Characterizations of multivariate distributions with limited memory revisited: an analytical approach
- A survey of dynamic representations and generalizations of the Marshall-Olkin distribution
- Canonical spectral representation for exchangeable max-stable sequences
- Title not available (Why is that?)
- Marshall-Olkin distributions, subordinators, efficient simulation, and applications to credit risk
- On the structure of exchangeable extreme-value copulas
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