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On Multivariate Hyperbolically Completely Monotone Densities and Their Laplace transforms
Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
2015 (English)Manuscript (preprint) (Other academic)
Abstract [en]

We study classes of multivariate (bivariate) random variables with hyperbolically completely monotone densities (MVHCM) and prove that these classes are closed with respect to the Laplace transform. We then use this result to define new classes of bivariate generalized gamma convolutions (BVGGC_L) that contain Bondesson's class BVGGC in the strong sense.

Place, publisher, year, edition, pages
2015.
Keyword [en]
Random vector, multivariate density, independence, Laplace transform, hyperbolocally completely monotone, generalized gamma convolution (GGC), bivariate GGC
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:umu:diva-99257OAI: oai:DiVA.org:umu-99257DiVA: diva2:786288
Available from: 2015-02-05 Created: 2015-02-05 Last updated: 2015-07-01Bibliographically approved

Open Access in DiVA

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