113 citations · 133 across the 18 of their papers we have counts for
4 papers · 2 filters
The limiting behavior of some infinitely divisible exponential dispersion models
Shaul Bar-Lev, Gerard Letac
Consider an exponential dispersion model (EDM) generated by a probability on which is infinitely divisible with an unbounded Lévy measure . The Jorgensen set…
Increasing hazard rate of mixtures for natural exponential families
Shaul K. Bar-Lev, Gerard Letac
Hazard rates play an important role in various areas, e.g., reliability theory, survival analysis, biostatistics, queueing theory and actuarial studies. Mixtures of distributions a…
Why Jordan algebras are natural in statistics:quadratic regression implies Wishart distributions
Gerard Letac, Jacek Wesołowski
If the space of quadratic forms in is splitted in a direct sum and if and are independent random v…
Copulas in three dimensions with prescribed correlations
Luc Devroye, Gerard Letac
Given an arbitrary three-dimensional correlation matrix, we prove that there exists a three-dimensional joint distribution for the random variable such that , and $…