On univariate and bivariate generalized gamma convolutions
2009 (English)In: Journal of Statistical Planning and Inference, ISSN 0378-3758, Vol. 139, no 11, 3759-3765 p.Article in journal (Refereed) Published
This paper has two parts. In the first part some results for generalized gamma convolutions (GGCs) are reviewed. A GGC is a limit distribution for sums of independent gamma variables. In the second part, bivariate gamma distributions and bivariate GGCs are considered. New bivariate gamma distributions are derived from shot-noise models. The remarkable property hyperbolic complete monotonicity (HCM) for a function is considered both in the univariate case and in the bivariate case.
Place, publisher, year, edition, pages
Amsterdam: Elsevier, 2009. Vol. 139, no 11, 3759-3765 p.
Bivariate gamma distribution, Generalized gamma convolution, Hyperbolic complete monotonicity (HCM), Shot-noise models
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:umu:diva-19578DOI: 10.1016/j.jspi.2009.05.015OAI: oai:DiVA.org:umu-19578DiVA: diva2:202049
The VIII Tartu Conference on Multivariate Statistics organized jointly with the VI Conference on Multivariate Distributions with Fixed Marginals, Tartu, 26–29 June 2007
Special Issue: The 8th Tartu Conference on Multivariate Statistics & The 6th Conference on Multivariate Distributions with Fixed Marginals2009-03-062009-03-062014-03-19Bibliographically approved