Sums of totally positive functions of order 2 and applications

A. Laradji

doi:10.1016/j.spl.2015.04.025

Sums of totally positive functions of order 2 and applications

A. Laradji^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

We present in this note a sufficient condition for sums of TP₂ functions (totally positive of order 2) to be TP₂. We apply our results to several distributions and provide, in particular, conditions for which certain widely used families of distributions are multivariate totally positive of order 2.

Original language	English
Pages (from-to)	176-180
Number of pages	5
Journal	Statistics and Probability Letters
Volume	105
DOIs	https://doi.org/10.1016/j.spl.2015.04.025
State	Published - 1 Oct 2015

Bibliographical note

Publisher Copyright:
© 2015 Elsevier B.V..

Keywords

Multivariate extreme value distribution
Multivariate generalized hyperbolic distribution
Multivariate totally positive density
Total positivity of order 2

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2015.04.025

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title = "Sums of totally positive functions of order 2 and applications",

abstract = "We present in this note a sufficient condition for sums of TP2 functions (totally positive of order 2) to be TP2. We apply our results to several distributions and provide, in particular, conditions for which certain widely used families of distributions are multivariate totally positive of order 2.",

keywords = "Multivariate extreme value distribution, Multivariate generalized hyperbolic distribution, Multivariate totally positive density, Total positivity of order 2",

author = "A. Laradji",

note = "Publisher Copyright: {\textcopyright} 2015 Elsevier B.V..",

year = "2015",

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doi = "10.1016/j.spl.2015.04.025",

language = "English",

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AU - Laradji, A.

PY - 2015/10/1

Y1 - 2015/10/1

N2 - We present in this note a sufficient condition for sums of TP2 functions (totally positive of order 2) to be TP2. We apply our results to several distributions and provide, in particular, conditions for which certain widely used families of distributions are multivariate totally positive of order 2.

AB - We present in this note a sufficient condition for sums of TP2 functions (totally positive of order 2) to be TP2. We apply our results to several distributions and provide, in particular, conditions for which certain widely used families of distributions are multivariate totally positive of order 2.

KW - Multivariate extreme value distribution

KW - Multivariate generalized hyperbolic distribution

KW - Multivariate totally positive density

KW - Total positivity of order 2

UR - https://www.scopus.com/pages/publications/84933545366

U2 - 10.1016/j.spl.2015.04.025

DO - 10.1016/j.spl.2015.04.025

M3 - Article

AN - SCOPUS:84933545366

SN - 0167-7152

VL - 105

SP - 176

EP - 180

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Sums of totally positive functions of order 2 and applications

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

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Cite this