Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions

DOI10.1080/03610920802238654zbMath1159.62040OpenAlexW2002897978MaRDI QIDQ3622066

Hsiaw-Chan Yeh

Publication date: 23 April 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802238654

zbMATH Keywords

characterizationsMP\(^{(k)}\)(I)MP\(^{(k)}\)(II)MP\(^{(k)}\)(III)geometric minima infinite divisiblegeometric minima stableminima infinite divisibilityminima stableMP\(^{(k)}\)(IV)multivariate semi-Pareto distributionsweighted ordered coordinate minima

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Multivariate semi-logistic distributions ⋮ Multivariate semi-Weibull distributions

Cites Work

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• Three general multivariate semi-Pareto distributions and their characterizations
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• Some properties and characterizations for generalized multivariate Pareto distributions
• Multivariate distributions from mixtures of max-infinitely divisible distributions
• Semi-Pareto processes
• Max-geometric infinite divisibility and stability
• Limit theory for multivariate sample extremes
• Max-infinite divisibility and multivariate total positivity
• A Class of Multivariate Survival Functions Characterized by Minimum and Marginal Distribution

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