On characterizations of the gamma and generalized inverse Gaussian distributions
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References listed on IDEAS
- J. Pusz, 1997. "Regressional Characterization of the Generalized Inverse Gaussian Population," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(2), pages 315-319, June.
- Matsumoto, Hiroyuki & Yor, Marc, 2003. "Interpretation via Brownian motion of some independence properties between GIG and gamma variables," Statistics & Probability Letters, Elsevier, vol. 61(3), pages 253-259, February.
- Shun-Hwa Li & Wen-Jang Huang & Mong-Na Huang, 1994. "Characterizations of the Poisson process as a renewal process via two conditional moments," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(2), pages 351-360, June.
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- Wesołowski, Jacek, 2015. "On the Matsumoto–Yor type regression characterization of the gamma and Kummer distributions," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 145-149.
- Nadarajah, Saralees, 2009. "An alternative inverse Gaussian distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1721-1729.
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KeywordsCharacterization Constancy of regression Gamma distribution Generalized inverse Gaussian distribution Laplace transform;
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