On extreme stable laws and some applications

DOI10.2307/3212242zbMATH Open0241.60015OpenAlexW4255629506MaRDI QIDQ5651954FDOQ5651954

Herman Rubin, Carl Morris, Morris L. Eaton

Publication date: 1971

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212242

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Bayesian inference (62F15) Central limit and other weak theorems (60F05)

Cited In (6)

• Characterization by invariance under length-biasing and random scaling
• An inverse Sanov theorem for exponential families
• Some properties of extreme stable laws and related infinitely divisible random variables
• Cumulants of infinitely divisible distributions
• Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter
• Self-decomposable laws from continuous branching processes

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