Abstract
An erratum to this article is available at 10.1007/s10986-014-9240-1.
| Original language | English |
|---|---|
| Pages (from-to) | 103-120 |
| Number of pages | 18 |
| Journal | Lithuanian Mathematical Journal |
| Volume | 53 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Jan 2013 |
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New properties and representations for members of the power-variance family. II. / Vinogradov, Vladimir; Paris, Richard B.; Yanushkevichiene, Olga.
In: Lithuanian Mathematical Journal, Vol. 53, No. 1, 01.2013, p. 103-120.Research output: Contribution to journal › Article
TY - JOUR
T1 - New properties and representations for members of the power-variance family. II
AU - Vinogradov, Vladimir
AU - Paris, Richard B.
AU - Yanushkevichiene, Olga
PY - 2013/1
Y1 - 2013/1
N2 - This is the continuation of [V. Vinogradov, R.B. Paris, and O. Yanushkevichiene, New properties and representations for members of the power-variance family. I, Lith. Math. J., 52(4):444–461, 2012]. Members of the powervariance family of distributions became popular in stochastic modeling which necessitates a further investigation of their properties. Here, we establish Zolotarev duality of the refined saddlepoint-type approximations for all members of this family, thereby providing an interpretation of the Letac–Mora reciprocity of the corresponding NEFs. Several illustrative examples are given. Subtle properties of related special functions are established.An erratum to this article is available at 10.1007/s10986-014-9240-1.
AB - This is the continuation of [V. Vinogradov, R.B. Paris, and O. Yanushkevichiene, New properties and representations for members of the power-variance family. I, Lith. Math. J., 52(4):444–461, 2012]. Members of the powervariance family of distributions became popular in stochastic modeling which necessitates a further investigation of their properties. Here, we establish Zolotarev duality of the refined saddlepoint-type approximations for all members of this family, thereby providing an interpretation of the Letac–Mora reciprocity of the corresponding NEFs. Several illustrative examples are given. Subtle properties of related special functions are established.An erratum to this article is available at 10.1007/s10986-014-9240-1.
U2 - 10.1007/s10986-013-9197-5
DO - 10.1007/s10986-013-9197-5
M3 - Article
VL - 53
SP - 103
EP - 120
JO - Lithuanian Mathematical Journal
JF - Lithuanian Mathematical Journal
SN - 0363-1672
IS - 1
ER -