Some unified characterization results on generalized Pareto distributions
DOI10.1016/S0378-3758(00)00171-3zbMath0997.62010OpenAlexW2026023255MaRDI QIDQ5931386
Majid Asadi, Damodar N. Shanbhag, C. Radhakrishna Rao
Publication date: 14 November 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00171-3
geometric distributionsrecord valuesextreme valuesexchangeabilityde Finetti's theoremDeny's theoremexponential distributionsextended neighbouring order statisticsintegrated Cauchy functional equationLau-Rao-Shanbhag theoremsstrong memoryless property
Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
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