A natural parametrization of multivariate distributions with limited memory

DOI10.1016/J.JMVA.2017.01.004MaRDI QIDQ512017zbMATH OpenOpenAlexFDO

Authors Natalia Shenkman

Publication date 23 February 2017

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2017.01.004

zbMATH Keywords

(logarithmically) \(d\)-monotone set functionlack-of-memorymarginal equivalence in minimaMarshall-Olkin distributionminimum divisibilitymultivariate Bernoulli distributionwide-sense geometric distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(9)

• Optimal multilinear estimation of a random vector under constraints of causality and limited memory
• Multivariate exponential and geometric distributions with limited memory
• Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws
• Partially Schur-constant models
• A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences
• On Generating Distributions with the Memoryless Property
• Min-infinite divisibility of the bivariate Marshall–Olkin copulas
• A natural parametrization of multivariate distributions with limited memory
• Characterizations of multivariate distributions with limited memory revisited: an analytical approach

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