A bivariate distribution with Lomax and geometric margins (Q1622113)
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scientific article; zbMATH DE number 6976418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bivariate distribution with Lomax and geometric margins |
scientific article; zbMATH DE number 6976418 |
Statements
A bivariate distribution with Lomax and geometric margins (English)
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12 November 2018
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BEG model
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dependence by mixing
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distribution theory
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financial data
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mixed distribution
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maximum likelihood estimation
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multivariate Pareto distribution
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random sum
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