Article ID Journal Published Year Pages File Type
1146793 Journal of Multivariate Analysis 2007 15 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis