Pages that link to "Item:Q1421856"

The following pages link to Some properties and characterizations for generalized multivariate Pareto distributions (Q1421856):

Displaying 14 items.

• Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479) (← links)
• Three general multivariate semi-Pareto distributions and their characterizations (Q997015) (← links)
• Properties of systems with two exchangeable Pareto components (Q1015470) (← links)
• Multivariate semi-Weibull distributions (Q1026347) (← links)
• A bivariate distribution with Lomax and geometric margins (Q1622113) (← links)
• The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
• On partially Schur-constant models and their associated copulas (Q2063746) (← links)
• Multivariate semi-logistic distributions (Q2267589) (← links)
• Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale (Q2322015) (← links)
• Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
• Multivariate Weibull and Pareto Distributions in Hilbert Space (Q2792308) (← links)
• Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
• The Generalized Marshall–Olkin Type Multivariate Pareto Distributions (Q3155312) (← links)
• Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions (Q3622066) (← links)