期刊
STATISTICS & PROBABILITY LETTERS
卷 83, 期 6, 页码 1490-1495出版社
ELSEVIER
DOI: 10.1016/j.spl.2013.02.019
关键词
The Rosenblatt distribution; Infinitely divisible distribution; The Thorin class; Generalized gamma convolution; The unimodality of distribution
资金
- CNCS [PN-II-ID-PCCE-2011-2-0015]
- Grants-in-Aid for Scientific Research [22340021] Funding Source: KAKEN
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.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据
分享论文
