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On The Unimodality Of Geometric Stable Laws

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  • GAWRONSKI WOLFGANG

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  • Gawronski Wolfgang, 2001. "On The Unimodality Of Geometric Stable Laws," Statistics & Risk Modeling, De Gruyter, vol. 19(4), pages 405-418, April.
    • Handle: RePEc:bpj:strimo:v:19:y:2001:i:4:p:405-418:n:4
    DOI: 10.1524/strm.2001.19.4.405
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    References listed on IDEAS

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    1. Hinkley, David V. & Revankar, Nagesh S., 1977. "Estimation of the Pareto law from underreported data : A further analysis," Journal of Econometrics, Elsevier, vol. 5(1), pages 1-11, January.
    2. B. Ramachandran, 1997. "On Geometric-Stable Laws, a Related Property of Stable Processes, and Stable Densities of Exponent One," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(2), pages 299-313, June.
    3. Kozubowski, Tomasz J. & Rachev, Svetlozar T., 1994. "The theory of geometric stable distributions and its use in modeling financial data," European Journal of Operational Research, Elsevier, vol. 74(2), pages 310-324, April.
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    Cited by:

    1. Kozubowski, Tomasz J., 2005. "A note on self-decomposability of stable process subordinated to self-decomposable subordinator," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 343-345, July.
    2. Kozubowski, Tomasz J., 2005. "A note on self-decomposability of stable process subordinated to self-decomposable subordinator," Statistics & Probability Letters, Elsevier, vol. 74(1), pages 89-91, August.

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