کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146793 957530 2007 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Three general multivariate semi-Pareto distributions and their characterizations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Three general multivariate semi-Pareto distributions and their characterizations
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 98, Issue 6, July 2007, Pages 1305-1319