TY  - JOUR
AU  - Ricci, Lila 
AU  - Boggio, Gabriela 
PY  - 2019
TI  - A Convergence Theorem for Bivariate Exponential Dispersion Models
JF  - Journal of Mathematics and Statistics
VL  - 15
IS  - 1
DO  - 10.3844/jmssp.2019.176.184
UR  - https://thescipub.com/abstract/jmssp.2019.176.184
AB  - 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.