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

Marshall-Olkin distribution(logarithmically) \(d\)-monotone set functionlack-of-memorymarginal equivalence in minimaminimum 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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• Multivariate exponential and geometric distributions with limited memory
• Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws
• On the Applications of Mobius Inversion in Combinatorial Analysis
• On the Composition of Completely Monotonic Functions and Completely Monotonic Sequences and Related Questions
• Parameter Estimation for a Multivariate Exponential Distribution
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• Über eine Verallgemeinerung des Dirichletschen Integrals

Cited in

(9)

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

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