Search Results - subject:"Logistic distributions"

Dense classes of multivariate extreme value distributions

Fougères, Anne-Laure; Mercadier, Cécile; Nolan, John P. - In: Journal of Multivariate Analysis 116 (2013) C, pp. 109-129

In this paper, we explore tail dependence modeling in multivariate extreme value distributions. The measure of dependence chosen is the scale function, which allows combinations of distributions in a very flexible way. The correspondences between the scale function and the spectral measure or...

Persistent link: https://www.econbiz.de/10010665722

Analytical Prediction of Transitions Probabilities in the Conditional Logit Model

Bonin, Holger; Schneider, Hilmar - 2004

The paper derives analytical transitions probabilities following an exogenous shock to the deterministic component in the conditional logit model. The solution draws on the postestimation distribution of the models stochastic component, identified on the basis of a direct utility maximization...

Persistent link: https://www.econbiz.de/10010261783

Lorenz ordering of order statistics from log-logistic and related distributions

Kleiber, Christian - 2002

This paper obtains Lorenz ordering relationships among order statistics from log-logistic samples of possibly different sizes. Some results extend other families including the Lomax, Burr III and Burr XII distributions.

Persistent link: https://www.econbiz.de/10010316551

Lorenz ordering of order statistics from log-logistic and related distributions

Kleiber, Christian - Institut für Wirtschafts- und Sozialstatistik, … - 2002

Persistent link: https://www.econbiz.de/10010955403

Lorenz ordering of order statistics from log-logistic and related distributions

Kleiber, Christian - 2002

Persistent link: https://www.econbiz.de/10009775966

Multivariate semi-logistic distributions

Yeh, Hsiaw-Chan - In: Journal of Multivariate Analysis 101 (2010) 4, pp. 893-908

Three new multivariate semi-logistic distributions (denoted by MSL(1), MSL(2), and GMSL respectively) are studied in … this paper. They are more general than Gumbel's (1961) [1] and Arnold's (1992) [2] multivariate logistic distributions …. They may serve as competitors to these commonly used multivariate logistic distributions. Various characterization theorems …

Persistent link: https://www.econbiz.de/10008551004

Analytical Prediction of Transitions Probabilities in the Conditional Logit Model

Bonin, Holger; Schneider, Hilmar - Institute for the Study of Labor (IZA) - 2004

The paper derives analytical transitions probabilities following an exogenous shock to the deterministic component in the conditional logit model. The solution draws on the postestimation distribution of the model’s stochastic component, identified on the basis of a direct utility maximization...

Persistent link: https://www.econbiz.de/10005822654