Some Characterizations on Generalized Pareto Distributions
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Publication:5290392
DOI10.1081/STA-200038857zbMath1087.62008OpenAlexW1976784371MaRDI QIDQ5290392
Publication date: 28 April 2006
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-200038857
proportional hazardsmean residual life functionhazard rateweighted distributionsmultiplicative lack of memory property
Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05)
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- A characterisation of the proportional hazards model through a measure of discrimination between two residual life distributions
- Some new approaches to probability distributions
- Statistics and Truth
- A Characterization of the Exponential Distribution by Order Statistics
- Some unified characterization results on generalized Pareto distributions
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