A note on a bivariate gamma distribution

DOI10.1016/J.SPL.2010.09.004MaRDI QIDQ613197zbMATHOpenAlexFDO

Authors M. Maejima, Yohei Ueda

Publication date 20 December 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.09.004

zbMATH Keywords

infinitely divisible distribution\(\alpha \)-selfdecomposable distributionbivariate gamma distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07)

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Cites work

• scientific article; zbMATH DE number 5842856 (Why is no real title available?)
• scientific article; zbMATH DE number 434655 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions
• Fourier transforms of measures from the classes \({\mathcal U}_ \beta{},\;-2 < \beta{}\leq{}-1\)
• Random integral representations for classes of limit distributions similar to Lévy class L₀, II
• Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes

Cited in

(9)

• A note on the estimate of Gamma distribution
• scientific article; zbMATH DE number 3913444 (Why is no real title available?)
• scientific article; zbMATH DE number 6751499 (Why is no real title available?)
• A note on the Sarmanov bivariate distributions
• Classes of infinitely divisible distributions and examples
• Probability integrals of a bivariate gamma distribution
• A Bivariate Generalization of Gamma Distribution
• A differential equations approach to the modal location for a family of bivariate gamma distributions
• Four bivariate distributions with gamma type marginals

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