Multivariate semi-α-Laplace distributions

Hsiaw-Chan Yeh

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 15, 7661-7671

Abstract: A multivariate semi-α-Laplace distribution (denoted by Ms-αLaplace) is introduced and studied in this paper. It is more general than the multivariate Linnik and Laplace distributions proposed by Sabu and Pillai (1991) or Anderson (1992). The Ms-αLaplace distribution has univariate semi-α-Laplace (Pillai, 1985) as marginal distribution. Various characterization theorems of the Ms-αLaplace distribution based on the closure property of the normalized geometric sum are proved.

Date: 2017
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DOI: 10.1080/03610926.2016.1158835

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