Journal
STATISTICS & PROBABILITY LETTERS
Volume 83, Issue 6, Pages 1490-1495Publisher
ELSEVIER
DOI: 10.1016/j.spl.2013.02.019
Keywords
The Rosenblatt distribution; Infinitely divisible distribution; The Thorin class; Generalized gamma convolution; The unimodality of distribution
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Funding
- CNCS [PN-II-ID-PCCE-2011-2-0015]
- Grants-in-Aid for Scientific Research [22340021] Funding Source: KAKEN
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We prove that the multivariate Rosenblatt distribution belongs to the Thorin class which is a subset of the class of selfdecomposable distributions. Using this fact we derive new properties of the Rosenblatt distribution. (C) 2013 Elsevier B.V. All rights reserved.
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