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Multivariate semi-Weibull distributions

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Author Info
Yeh, Hsiaw-Chan
Abstract

Some multivariate semi-Weibull (denoted by MSW) distributions including the Marshall-Olkin multivariate semi-Weibull (denoted by MO-MSW) one are introduced. They are more general than the multivariate Weibull distributions proposed by Lee [L. Lee, Multivariate distributions having Weibull properties, J. Multivariate Anal. 9 (1979) 267-277]. The Marshall-Olkin multivariate semi-Pareto (denoted by MO-MSP) distribution is also defined. Two characterization theorems for the homogeneous MSW are proved. The multivariate minima domain of partial attraction of MSW is studied, and the interrelationships between MO-MSP and MSW are examined. The MSW distribution possesses the minima-semi-stability and minima-infinite divisibility properties.

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Publisher Info
Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 100 (2009)
Issue (Month): 8 (September)
Pages: 1634-1644
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Handle: RePEc:eee:jmvana:v:100:y:2009:i:8:p:1634-1644

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Related research
Keywords: MSW; MO-MSW; MSP; MO-MSP distributions Homogeneous MSW distribution Characterizations Domain of partial attraction Minima-semi-stability Minima-infinite divisibility Geometric minima-infinite divisibility;

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This page was last updated on 2009-12-30.


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