Extendibility of Marshall-Olkin distributions and inverse Pascal triangles

DOI10.1214/11-BJPS158MaRDI QIDQ470359zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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
• scientific article; zbMATH DE number 845722 (Why is no real title available?)
• Marshall-Olkin distributions, subordinators, efficient simulation, and applications to credit risk
• On the structure of exchangeable extreme-value copulas

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