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Multivariate semi-Weibull distributions

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  • 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.

Suggested Citation

  • Yeh, Hsiaw-Chan, 2009. "Multivariate semi-Weibull distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1634-1644, September.
    • Handle: RePEc:eee:jmvana:v:100:y:2009:i:8:p:1634-1644
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    References listed on IDEAS

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    1. Yeh, Hsiaw-Chan, 2007. "Three general multivariate semi-Pareto distributions and their characterizations," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1305-1319, July.
    2. Takahashi, Rinya, 1994. "Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics," Statistics & Probability Letters, Elsevier, vol. 19(1), pages 19-26, January.
    3. Lee, Larry, 1979. "Multivariate distributions having Weibull properties," Journal of Multivariate Analysis, Elsevier, vol. 9(2), pages 267-277, June.
    4. Yeh, Hsiaw-Chan, 2004. "Some properties and characterizations for generalized multivariate Pareto distributions," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 47-60, January.
    5. Alice Thomas & K.K. Jose, 2004. "Bivariate semi-Pareto minification processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 59(3), pages 305-313, June.
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    1. Yeh, Hsiaw-Chan, 2010. "Multivariate semi-logistic distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 893-908, April.

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