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Some unified characterization results on the generalized Pareto distributions based on generalized order statistics

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  • Mahdi Tavangar
  • Majid Asadi

Abstract

In the present study we extend and unify some existing results in the literature on characterization of the generalized Pareto distributions based on generalized order statistics. Copyright Springer-Verlag 2012

Suggested Citation

  • Mahdi Tavangar & Majid Asadi, 2012. "Some unified characterization results on the generalized Pareto distributions based on generalized order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(7), pages 997-1007, October.
  • Handle: RePEc:spr:metrik:v:75:y:2012:i:7:p:997-1007
    DOI: 10.1007/s00184-011-0364-6
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    Cited by:

    1. David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
    2. Mahdi Alimohammadi & Mohammad Hossein Alamatsaz & Erhard Cramer, 2016. "Convolutions and generalization of logconcavity: Implications and applications," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(2), pages 109-123, March.

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