Multivariate equilibrium distributions of order n

In this paper we present two approaches to define multivariate equilibrium distributions of order n. The joint survival functions and various properties including characterizations of higher order equilibrium distributions are discussed.

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Year of publication:	2008
Authors:	Nair, N. Unnikrishnan ; Preeth, M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 18, p. 3312-3320
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005137724