Multivariate distributions with generalized Pareto conditionals

DOI10.1016/0167-7152(93)90256-IzbMath0783.62040OpenAlexW2087291229MaRDI QIDQ689527

Barry C. Arnold, Enrique F. Castillo, José María Sarabia

Publication date: 12 December 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90256-i

zbMATH Keywords

generalized Pareto conditionals

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Functional equations for real functions (39B22)

Related Items (14)

Risk aggregation in multivariate dependent Pareto distributions ⋮ Bivariate distributions via a Pareto conditional distribution and a regression function ⋮ Alternative approaches to conditional specification of bivariate distributions ⋮ Characterization involving conditional specification ⋮ Conditional specifications of multivariate pareto and student distributions ⋮ On additive-multiplicative hazards model ⋮ Conditional specifications of multivariate pareto and student distributions ⋮ Multivariate distributions defined in terms of contours ⋮ Reliability Functions of Bivariate Distributions in Modeling Marked Point Processes ⋮ Reliability studies of bivariate distributions with Pareto conditionals ⋮ Bivariate distributions with conditionals satisfying the proportional generalized odds rate model ⋮ A study of bivariate generalized Pareto distribution and its dependence structure among model parameters ⋮ Conditional specification of statistical models: classical models, new developments and challenges ⋮ An ordered family of Lorenz curves

Cites Work

• Conditionally specified distributions
• Bivariate distributions with Pareto conditionals
• Multivariate Pareto Distributions
• Lifetime regression models based on a functional equation of physical nature
• Unnamed Item

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