Multivariate Pareto Distributions

Cited in

(67)

On measures of extropy for conditionally specified models: Some results
Bivariate distributions with second kind beta conditionals
The Pareto type I joint frailty-copula model for clustered bivariate survival data
On the distribution of quotient of random variables conditioned to the positive quadrant
Choice of Copulas in Explaining Stock Market Contagion
An algorithmic approach for allocations in reliability engineering
A conversation with Kanti Mardia
Some properties of conditional partial moments in the context of stochastic modelling
A pseudo-Pareto distribution and concomitants of its order statistics
A bivariate discrete inverse resilience family of distributions with resilience marginals
A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics
Properties of systems with two exchangeable Pareto components
Six multivariate Zipf distributions and their related properties
Mixture representation of the maximum entropy density through Archimedean copulas
Improvements of the Markov and Chebyshev inequalities using the partial expectation
The joint distribution of the sum and maximum of dependent Pareto risks
Reliability studies of bivariate distributions with Pareto conditionals
Bayesian inference for Pareto populations
The Generalized Marshall–Olkin Type Multivariate Pareto Distributions
Exact strong laws for functions from the bivariate Pareto distribution
Distribution of product and quotient of Pareto variates
Some bivariate uniform distributions
Estimation of parameters in a bivariate generalized exponential distribution based on type-II censored samples
On Fechner's thesis and statistics with norm p
Conditional specifications of multivariate pareto and student distributions
High quantile regression for extreme events
Multivariate extreme value copulas with factor and tree dependence structures
Multivariate distributions with generalized Pareto conditionals
Absolute continuous bivariate generalized exponential distribution
Heavy-tailed phase-type distributions: a unified approach
Conditional characterizations of multivariate distributions
Decomposition of a Schur-constant model and its applications
Systemic risk in banking networks: advantages of ``tiered banking systems
Efficient estimation of the mode of continuous multivariate data
Absolute continuous multivariate generalized exponential distribution
On a Bivariate Distribution with Composite Exponential-Pareto Marginals and Dependence in Low-Cost Claims
Characterization involving conditional specification
Tail risk of multivariate regular variation
Univariate and multivariate Pareto models
Compound gamma bivariate distributions
Conditional specification of statistical models: classical models, new developments and challenges
A bivariate distribution with generalized exponential conditionals: properties and applications
Reliability Evaluation for a Multi-State System Under Stress-Strength Setup
Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants
Simplified pair copula constructions -- limitations and extensions
Bivariate distributions with Pareto conditionals
Characterizations of a family of bivariate Pareto distributions
Bivariate distributions via a Pareto conditional distribution and a regression function
Regression to the mean for bivariate distributions
Nonparametric test for the homogeneity of the overall variability
Tail dependence functions and vine copulas
The multiple Cantelli inequalities
On the structure of multivariate concentration. Some relationships among the concentration surface and two variate mean difference and regressions
A flexible family of multivariate Pareto distributions
A generalized beta copula with applications in modeling multivariate long-tailed data
On the simplified pair-copula construction -- simply useful or too simplistic?
An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto distribution with location and scale
Conditional specifications of multivariate pareto and student distributions
Hidden truncation in multivariate Pareto (II) data: properties and inference
Empirical tail conditional allocation and its consistency under minimal assumptions
Lifetime dependence models generated by multiply monotone functions
A subjective Bayesian approach to the theory of queues. I: Modeling
Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
Some probability inequalities connected with Schur functions
Characterizations of bivariate and multivariate life distributions based on reciprocal subtangent
Multivariate Pareto Distributions: Inference and Financial Applications
Asymptotic robustness study of the polychoric correlation estimation

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