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Nested classes of C-semi-selfdecomposable distributions

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  • Rajba, Teresa

Abstract

We get a representation of Lévy measures of (C,m)-semi-selfdecomposable distributions, which extend c-semi-selfdecomposable distributions of Maejima and Naito (1998). We prove that for every pair (C,m) there exists a distribution which is exactly (C,m)-semi-selfdecomposable. Explicit examples are given.

Suggested Citation

  • Rajba, Teresa, 2009. "Nested classes of C-semi-selfdecomposable distributions," Statistics & Probability Letters, Elsevier, vol. 79(24), pages 2469-2475, December.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:24:p:2469-2475
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    References listed on IDEAS

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    1. Maejima, Makoto & Miura, Manabu, 2007. "A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 838-842, April.
    2. Sato, Ken-iti, 1980. "Class L of multivariate distributions and its subclasses," Journal of Multivariate Analysis, Elsevier, vol. 10(2), pages 207-232, June.
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