A new multivariate model involving geometric sums and maxima of exponentials

No abstract is available for this paper.

• Publication year

  2011

• Venue

  Fuel and Energy Abstracts

• Publication date

  2011-07-01

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1016/J.JSPI.2011.01.026
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables

  2012cited by this paper
• Mixed Multivariate Models for Random Sums and Maxima

  2009cited by this paper
• Distributional properties of the negative binomial Lévy process

  2009cited by this paper
• Advances in multivariate statistical methods

  2009cited by this paper
• A new stochastic model of episode peak and duration for eco-hydro-climatic applications

  2008cited by this paper
• A bivariate Lévy process with negative binomial and gamma marginals

  2008cited by this paper
• A Mixed Bivariate Distribution Connected with Geometric Maxima of Exponential Variables

  2008cited by this paper
• Invariance Properties of the Negative Binomial Levy Process and Stochastic Self-similarity

  2007cited by this paper
• A new model for quantifying climate episodes

  2005cited by this paper
• A mixed bivariate distribution with exponential and geometric marginals

  2005cited by this paper
• Limit theorems for mixed max–sum processes with renewal stopping

  2004cited by this paper
• On the joint limiting distribution of sums and maxima of stationary normal sequence

  2003cited by this paper
• A Log-Laplace growth rate model

  2003cited by this paper
• Arithmetics of a mixed bivariate model

  2002cited by this paper
• Maximum likelihood estimation and diagnostics for stable distributions

  2001cited by this paper
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence

  1998cited by this paper
• A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families

  1997cited by this paper
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables

  1996cited by this paper
• On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables

  1995cited by this paper
• A Note on the Asymptotic Independence of the Sum and Maximum of Strongly Mixing Stationary Random Variables

  1995cited by this paper
• Sums and maxima of discrete stationary processes

  1993cited by this paper
• Limiting Joint Distributions of Sums and Maxima in a Statistical Context

  1993cited by this paper
• The maximum and mean of a random length sequence

  1992cited by this paper
• The joint limiting distribution of sums and maxima of stationary sequences

  1991cited by this paper
• Sums and maxima in stationary sequences

  1991cited by this paper
• Predicting the sample mean by extreme order statistics

  1989cited by this paper
• Two-dimensional goodness-of-fit testing in astronomy

  1983cited by this paper
• Some Characterizations of the Exponential Distribution by Geometric Compounding

  1973cited by this paper
• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables

  1960cited by this paper

• A holistic stochastic model for precipitation events

  2025influential citation
• Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays

  2022cites this paper
• A generalized linear model for multivariate events

  2021cites this paper
• A new trivariate model for stochastic episodes

  2021influential citation
• The joint distribution of the sum and maximum of dependent Pareto risks

  2018cites this paper
• On a General Class of Discrete Bivariate Distributions

  2018cites this paper
• The joint distribution of the sum and the maximum of heterogeneous exponential random variables

  2018cites this paper
• A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns

  2018influential citation
• The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences

  2014cites this paper
• Bivariate gamma-geometric law and its induced Lévy process

  2012cites this paper
• The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables

  2012cites this paper
• Bivariate gamma-geometric law and its induced

  2012cites this paper
• Stochastic episodes driven by truncated exponential observations

  year unknowncites this paper