par Koudou, Angelo Efoevi;Ley, Christophe
Référence Probability surveys, 11, 2014, page (161-176)
Publication Publié, 2014
Article révisé par les pairs
Résumé : 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.