Sums of totally positive functions of order 2 and applications

A. Laradji

Statistics & Probability Letters, 2015, vol. 105, issue C, 176-180

Abstract: We present in this note a sufficient condition for sums of TP2 functions (totally positive of order 2) to be TP2. We apply our results to several distributions and provide, in particular, conditions for which certain widely used families of distributions are multivariate totally positive of order 2.

Keywords: Total positivity of order 2; Multivariate totally positive density; Multivariate extreme value distribution; Multivariate generalized hyperbolic distribution (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.04.025

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