@article {10.3844/jmssp.2019.176.184,
article_type = {journal},
title = {A Convergence Theorem for Bivariate Exponential Dispersion Models},
author = {Ricci, Lila and Boggio, Gabriela},
volume = {15},
year = {2019},
month = {Jul},
pages = {176-184},
doi = {10.3844/jmssp.2019.176.184},
url = {https://thescipub.com/abstract/jmssp.2019.176.184},
abstract = {Multivariate exponential dispersion models (MEDMs) were defined in 2013 by Jørgensen and Martínez. A particular case of MEDM is the bivariate Gamma model; in this article we prove that, under certain conditions, this is a limit distribution for MEDM generated by bivariate regularly varying measures, extending a previous result given by the aforementioned authors for the univariate case. As necessary tools for proving the main result, we use bivariate regularly varying functions and bivariate regularly varying measures; we also state a bivariate version of Tauberian Karamata’s theorems and a particular Karamata representation of bivariate slowly varying functions.},
journal = {Journal of Mathematics and Statistics},
publisher = {Science Publications}
}