| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548622 | Statistics & Probability Letters | 2018 | 6 Pages |
Abstract
Compound random measures (CoRM's) are a flexible and tractable framework for vectors of completely random measure. In this paper, we provide conditions to guarantee the existence of a CoRM. Furthermore, we prove some interesting properties of CoRM's when exponential scores and regularly varying Lévy intensities are considered.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alan Riva Palacio, Fabrizio Leisen,