Relations for characteristic functions of $k$-th
record values from generalized Pareto and
inverse generalized Pareto distribution
Applicationes Mathematicae, Tome 36 (2009) no. 2, pp. 157-168
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
Relations for the marginal, joint, conditional characteristic functions of $k$-th upper and lower record values from generalized Pareto distribution and inverse generalized Pareto distribution are given.
Keywords:
relations marginal joint conditional characteristic functions k th upper lower record values generalized pareto distribution inverse generalized pareto distribution given
Affiliations des auteurs :
I. Malinowska 1 ; D. Szynal 2
@article{10_4064_am36_2_4,
author = {I. Malinowska and D. Szynal},
title = {Relations for characteristic functions of $k$-th
record values from generalized {Pareto} and
inverse generalized {Pareto} distribution},
journal = {Applicationes Mathematicae},
pages = {157--168},
publisher = {mathdoc},
volume = {36},
number = {2},
year = {2009},
doi = {10.4064/am36-2-4},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am36-2-4/}
}
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%0 Journal Article %A I. Malinowska %A D. Szynal %T Relations for characteristic functions of $k$-th record values from generalized Pareto and inverse generalized Pareto distribution %J Applicationes Mathematicae %D 2009 %P 157-168 %V 36 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.4064/am36-2-4/ %R 10.4064/am36-2-4 %G en %F 10_4064_am36_2_4
I. Malinowska; D. Szynal. Relations for characteristic functions of $k$-th record values from generalized Pareto and inverse generalized Pareto distribution. Applicationes Mathematicae, Tome 36 (2009) no. 2, pp. 157-168. doi: 10.4064/am36-2-4
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