{"title":"GIG法律的特征:一项调查","authors":"A. Koudou, Christophe Ley","doi":"10.1214/13-PS227","DOIUrl":null,"url":null,"abstract":"Several characterizations of the Generalized Inverse Gaussian (GIG) distribution on the positive real line have been proposed in the literature, especially over the past two decades. These characterization theorems are surveyed, and two new characterizations are established, one based on maximum likelihood estimation and the other is a Stein characterization.","PeriodicalId":46216,"journal":{"name":"Probability Surveys","volume":"11 1","pages":"161-176"},"PeriodicalIF":1.3000,"publicationDate":"2014-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"31","resultStr":"{\"title\":\"Characterizations of GIG laws: A survey\",\"authors\":\"A. Koudou, Christophe Ley\",\"doi\":\"10.1214/13-PS227\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Several characterizations of the Generalized Inverse Gaussian (GIG) distribution on the positive real line have been proposed in the literature, especially over the past two decades. These characterization theorems are surveyed, and two new characterizations are established, one based on maximum likelihood estimation and the other is a Stein characterization.\",\"PeriodicalId\":46216,\"journal\":{\"name\":\"Probability Surveys\",\"volume\":\"11 1\",\"pages\":\"161-176\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2014-07-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"31\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability Surveys\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/13-PS227\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Surveys","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/13-PS227","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Several characterizations of the Generalized Inverse Gaussian (GIG) distribution on the positive real line have been proposed in the literature, especially over the past two decades. These characterization theorems are surveyed, and two new characterizations are established, one based on maximum likelihood estimation and the other is a Stein characterization.
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