Relations for characteristic functions of k-th record values from generalized Pareto and inverse generalized Pareto distribution
Applicationes Mathematicae (2009)
- Volume: 36, Issue: 2, page 157-168
- ISSN: 1233-7234
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topI. Malinowska, and D. Szynal. "Relations for characteristic functions of k-th record values from generalized Pareto and inverse generalized Pareto distribution." Applicationes Mathematicae 36.2 (2009): 157-168. <http://eudml.org/doc/279861>.
@article{I2009,
abstract = {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.},
author = {I. Malinowska, D. Szynal},
journal = {Applicationes Mathematicae},
keywords = {generalized Pareto distribution; inverse generalized Pareto distribution; characteristic functions; -th record values; moments},
language = {eng},
number = {2},
pages = {157-168},
title = {Relations for characteristic functions of k-th record values from generalized Pareto and inverse generalized Pareto distribution},
url = {http://eudml.org/doc/279861},
volume = {36},
year = {2009},
}
TY - JOUR
AU - I. Malinowska
AU - D. Szynal
TI - Relations for characteristic functions of k-th record values from generalized Pareto and inverse generalized Pareto distribution
JO - Applicationes Mathematicae
PY - 2009
VL - 36
IS - 2
SP - 157
EP - 168
AB - 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.
LA - eng
KW - generalized Pareto distribution; inverse generalized Pareto distribution; characteristic functions; -th record values; moments
UR - http://eudml.org/doc/279861
ER -
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