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On the Use of Bivariate Mellin Transform in Bivariate Random Scaling and Some Applications

Author

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  • N. Balakrishnan

    (McMaster University)

  • A. Stepanov

    (Izmir University of Economics)

Abstract

We discuss here the problem of bivariate random scaling. Both direct and inverse problems of bivariate random scaling are solved by two methods. While the first method is a distributional one, the second method is an indirect one associated with bivariate Mellin transform. Finally, we use bivariate random scaling for some statistical and simulational applications.

Suggested Citation

  • N. Balakrishnan & A. Stepanov, 2014. "On the Use of Bivariate Mellin Transform in Bivariate Random Scaling and Some Applications," Methodology and Computing in Applied Probability, Springer, vol. 16(1), pages 235-244, March.
    • Handle: RePEc:spr:metcap:v:16:y:2014:i:1:d:10.1007_s11009-012-9309-4
    DOI: 10.1007/s11009-012-9309-4
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    References listed on IDEAS

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    1. Cline, D. B. H. & Samorodnitsky, G., 1994. "Subexponentiality of the product of independent random variables," Stochastic Processes and their Applications, Elsevier, vol. 49(1), pages 75-98, January.
    2. Enkelejd Hashorva & Anthony G. Pakes & Qihe Tang, 2010. "Asymptotics of Random Contractions," Papers 1008.0126, arXiv.org.
    3. Hashorva, Enkelejd & Pakes, Anthony G. & Tang, Qihe, 2010. "Asymptotics of random contractions," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 405-414, December.
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    Cited by:

    1. Mijanović, Andjela & Popović, Božidar V. & Witkovský, Viktor, 2023. "A numerical inversion of the bivariate characteristic function," Applied Mathematics and Computation, Elsevier, vol. 443(C).
    2. Gery Geenens, 2021. "Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$ R +," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(5), pages 953-977, October.

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