Some properties and characterizations for generalized multivariate Pareto distributions

DOI10.1016/S0047-259X(03)00061-7zbMath1032.62045OpenAlexW2066751171MaRDI QIDQ1421856

Hsiaw-Chan Yeh

Publication date: 3 February 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00061-7

zbMATH Keywords

CharacterizationsTruncationCoordinatewise geometric minimaGeometric maximaHomogeneous MP\(^{(k)}\)(IV) distributionMP\(^{(k)}\)(I)MP\(^{(k)}\)(II)MP\(^{(k)}\)(III)MP\(^{(k)}\)(IV) familiesMultivariate Pareto distributionsResidual life

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (14)

The Generalized Marshall–Olkin Type Multivariate Pareto Distributions ⋮ A bivariate distribution with Lomax and geometric margins ⋮ The joint distribution of the sum and maximum of dependent Pareto risks ⋮ Choice of Copulas in Explaining Stock Market Contagion ⋮ Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants ⋮ Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach ⋮ Multivariate semi-logistic distributions ⋮ Multivariate Weibull and Pareto Distributions in Hilbert Space ⋮ Three general multivariate semi-Pareto distributions and their characterizations ⋮ Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions ⋮ Properties of systems with two exchangeable Pareto components ⋮ On partially Schur-constant models and their associated copulas ⋮ Multivariate semi-Weibull distributions ⋮ Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale

Cites Work

• Some properties of the homogeneous multivariate Pareto (IV) distribution
• Six multivariate Zipf distributions and their related properties
• A Class of Multivariate Survival Functions Characterized by Minimum and Marginal Distribution
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