Some Characterizations on Generalized Pareto Distributions

DOI10.1081/STA-200038857zbMath1087.62008OpenAlexW1976784371MaRDI QIDQ5290392

Majid Asadi

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1081/sta-200038857

zbMATH Keywords

proportional hazardsmean residual life functionhazard rateweighted distributionsmultiplicative lack of memory property

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05)

Cites Work

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• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• A note on residual life
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• A characterisation of the proportional hazards model through a measure of discrimination between two residual life distributions
• Some new approaches to probability distributions
• Statistics and Truth
• A Characterization of the Exponential Distribution by Order Statistics
• Some unified characterization results on generalized Pareto distributions

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