Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities
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Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 65 (2007)
Issue (Month): 3 (May)
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Web page: http://www.springerlink.com/link.asp?id=102509
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Bagnoli, M. & Bergstrom, T., 1989.
"Log-Concave Probability And Its Applications,"
Papers, Michigan - Center for Research on Economic & Social Theory
89-23, Michigan - Center for Research on Economic & Social Theory.
- Ramesh Gupta & N. Balakrishnan, 2012. "Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions," Metrika, Springer, Springer, vol. 75(2), pages 181-191, February.
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