Multivariate distributions with generalized Pareto conditionals

Two classes of k-dimensional distributions with generalized Pareto conditionals are characterized. This subsumes and extends earlier work on distributions with Pareto conditionals.

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Year of publication:	1993
Authors:	Arnold, Barry C. ; Castillo, Enrique ; Sarabia, Jose María
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 17.1993, 5, p. 361-368
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223509