On extreme stable laws and some applications

DOI10.2307/3212242MaRDI QIDQ5651954zbMATH OpenOpenAlexFDO

Authors Morris L. Eaton, Carl Morris, Herman Rubin

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

This page was built for publication: On extreme stable laws and some applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5651954)