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Three general multivariate semi-Pareto distributions and their characterizations

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  • Yeh, Hsiaw-Chan
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    Abstract

    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.

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    Bibliographic Info

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

    Volume (Year): 98 (2007)
    Issue (Month): 6 (July)
    Pages: 1305-1319

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    Handle: RePEc:eee:jmvana:v:98:y:2007:i:6:p:1305-1319

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    Related research

    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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    Cited by:
    1. Yeh, Hsiaw-Chan, 2009. "Multivariate semi-Weibull distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1634-1644, September.
    2. Yeh, Hsiaw-Chan, 2010. "Multivariate semi-logistic distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 893-908, April.

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