Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model

DOI10.1016/J.SPL.2008.02.023MaRDI QIDQ951193zbMATH OpenOpenAlexFDO

Authors M. F. Brilhante, Samuel Kotz

Publication date 30 October 2008

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

Full work available at URL https://doi.org/10.1016/j.spl.2008.02.023

zbMATH Keywords

characteristic functionLaplace distributionmixtures of exponential distributionsspacings

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

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Cites work

• A Class of Infinitely Divisible Mixtures
• A general result on infinite divisibility
• Asymmetric Laplace laws and modeling financial data
• Estimation of the Pareto law from underreported data. A further analysis
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• scientific article; zbMATH DE number 3868406 (Why is no real title available?)
• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• scientific article; zbMATH DE number 3624599 (Why is no real title available?)
• scientific article; zbMATH DE number 2031102 (Why is no real title available?)
• scientific article; zbMATH DE number 1525329 (Why is no real title available?)
• Note on Completely Monotone Densities
• Note on the Infinite Divisibility of Exponential Mixtures

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