Title of article :
Three general multivariate semi-Pareto distributions and their characterizations
Author/Authors :
Yeh، نويسنده , , Hsiaw-Chan Yeh، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2007
Pages :
15
From page :
1305
To page :
1319
Abstract :
Three general multivariate semi-Pareto distributions are developed in this paper. First one— GMP ( k ) ( III ) has univariate Pareto (III) marginals, it is characterized by the minimum of two independent and identically distributed random vectors. Second one—GMSP has univariate semi-Pareto marginals and it is characterized by finite sample minima. Third one—MSP is characterized through a geometric minimization procedure. All these three characterizations are based on the general and the particular solutions of the Eulerʹs functional equations of k -variates.
Keywords :
MSP distributions , Eulerיs and Cauchyיs functional equations , General and particular solutions , Joint survival functions , Geometric minima , Multivariate Pareto (III) , MP ( k ) ( III ) distributions , Multivariate semi-Pareto , GMSP , Characterizations
Journal title :
Journal of Multivariate Analysis
Serial Year :
2007
Journal title :
Journal of Multivariate Analysis
Record number :
1558716
Link To Document :
بازگشت