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Some properties and characterizations for generalized multivariate Pareto distributions - MaRDI portal

Some properties and characterizations for generalized multivariate Pareto distributions (Q1421856)

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scientific article; zbMATH DE number 2037139
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English
Some properties and characterizations for generalized multivariate Pareto distributions
scientific article; zbMATH DE number 2037139

    Statements

    Some properties and characterizations for generalized multivariate Pareto distributions (English)
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    3 February 2004
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    Multivariate Pareto distributions
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    MP\(^{(k)}\)(I)
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    MP\(^{(k)}\)(II)
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    MP\(^{(k)}\)(III)
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    MP\(^{(k)}\)(IV) families
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    Coordinatewise geometric minima
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    Geometric maxima
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    Characterizations
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    Homogeneous MP\(^{(k)}\)(IV) distribution
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    Truncation
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    Residual life
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