ISO* Property of Two-Parameter Compound Poisson Distributions with Applications
Year of publication: |
2000
|
---|---|
Authors: | Ma, Chunsheng |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 75.2000, 2, p. 279-294
|
Publisher: |
Elsevier |
Subject: | compound Poisson distribution | ISO* | noncentral chi-square distribution | noncentrality parameter | order-restricted hypothesis testing problem | Schur convex | stochastic ordering | two-parameter family |
-
The power of tests for equivalent ARMA models: The implications for practitioners
Chenoweth, Tim, (2004)
-
Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
Chun, So Yeon, (2009)
-
Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation
Hsu, Y.L., (2008)
- More ...
-
Characteristic properties of multivariate survival functions in terms of residual life distributions
Ma, Chunsheng, (1998)
-
Approximations to distributions of sample quantiles
Ma, Chunsheng, (1998)
-
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
Ma, Chunsheng, (2013)
- More ...