Three general multivariate semi-Pareto distributions and their characterizations
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 Euler's functional equations of k-variates.
Year of publication: |
2007
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Authors: | Yeh, Hsiaw-Chan |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 98.2007, 6, p. 1305-1319
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Publisher: |
Elsevier |
Keywords: | Multivariate Pareto (III) MP(k)(III) distributions Multivariate semi-Pareto GMSP MSP distributions Joint survival functions Characterizations Geometric minima Euler's and Cauchy's functional equations General and particular solutions |
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