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Volumn 33, Issue 5, 2004, Pages 1007-1029

On the power-variance family of probability distributions

Author keywords

Cumulant; Decomposition criterion; Indecomposable component; Power variance family; Tweedie law; Weak convergence

Indexed keywords

APPROXIMATION THEORY; BOUNDARY CONDITIONS; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; MATHEMATICAL MODELS;

EID: 2342614803     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120029821     Document Type: Article
Times cited : (16)

References (24)
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  • 2
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    • The distribution of quadratic forms in a normal system, with applications to the analysis of covariance
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    • (1934) Proc. Camb. Phil. Soc. , vol.30 , pp. 178-191
    • Cochran, W.G.1
  • 6
    • 2342565515 scopus 로고
    • Examples of decompositions of chi-squared variables
    • Dykstra, R. L., Hewett, J. E. (1972). Examples of decompositions of chi-squared variables. Amer. Statist. 26(4):42-43.
    • (1972) Amer. Statist. , vol.26 , Issue.4 , pp. 42-43
    • Dykstra, R.L.1    Hewett, J.E.2
  • 7
    • 0001586998 scopus 로고
    • Survival models for heterogeneous populations derived from stable distributions
    • Hougaard, P. (1986). Survival models for heterogeneous populations derived from stable distributions. Biometrika 73:387-396.
    • (1986) Biometrika , vol.73 , pp. 387-396
    • Hougaard, P.1
  • 9
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    • Notes on a theorem of Cochran
    • James, G. S. (1952). Notes on a theorem of Cochran. Proc. Camb. Phil. Soc. 48:443-446.
    • (1952) Proc. Camb. Phil. Soc. , vol.48 , pp. 443-446
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  • 19
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    • On the decomposition of Gauss' and Poisson's laws
    • 1n Russian
    • Raikov, D. A. (1938). On the decomposition of Gauss' and Poisson's laws. Izvestia Akademii Nauk SSSR. Series A, 91-124 (in Russian).
    • (1938) Izvestia Akademii Nauk SSSR. Series A , pp. 91-124
    • Raikov, D.A.1
  • 21
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    • On the factorization of distributions
    • Teicher, H. (1954). On the factorization of distributions. Ann. Math. Statist. 25:769-774.
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    • Teicher, H.1
  • 22
    • 0002801707 scopus 로고
    • An index which distinguishes between some important exponential families
    • Ghosh, J. K., Roy, J., eds. Statistics: Applications and New Directions, Calcutta, Indian Statistical Institute
    • Tweedie, M. C. K. (1984). An index which distinguishes between some important exponential families. In: Ghosh, J. K., Roy, J., eds. Statistics: Applications and New Directions. Proceedings of the Indian Statistical Institute Golden Jubilee International Conference, Calcutta, Indian Statistical Institute, pp. 579-604.
    • (1984) Proceedings of the Indian Statistical Institute Golden Jubilee International Conference , pp. 579-604
    • Tweedie, M.C.K.1
  • 23
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    • On a class of Levy processes used to model stock price movements with possible downward jumps
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    • Vinogradov, V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.