Multivariate distributions with generalized Pareto conditionals

DOI10.1016/0167-7152(93)90256-IMaRDI QIDQ689527zbMATH OpenOpenAlexFDO

Authors Barry C. Arnold, Enrique Castillo, José María Sarabia

Publication date 12 December 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90256-i

zbMATH Keywords

generalized Pareto conditionals

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Functional equations for real functions (39B22)

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Cites work

• scientific article; zbMATH DE number 5604057 (Why is no real title available?)
• Bivariate distributions with Pareto conditionals
• Conditionally specified distributions
• Lifetime regression models based on a functional equation of physical nature
• Multivariate Pareto Distributions

Cited in

(23)

• Multivariate distributions defined in terms of contours
• Multivariate generalized Pareto distributions: parametrizations, representations, and properties
• An ordered family of Lorenz curves
• Three general multivariate semi-Pareto distributions and their characterizations
• Reliability studies of bivariate distributions with Pareto conditionals
• The frailty and the Archimedean structure of the general multivariate Pareto distributions
• Risk aggregation in multivariate dependent Pareto distributions
• Reliability functions of bivariate distributions in modeling marked point processes
• Alternative approaches to conditional specification of bivariate distributions
• Conditional specifications of multivariate pareto and student distributions
• Characterization involving conditional specification
• A study of bivariate generalized Pareto distribution and its dependence structure among model parameters
• Conditional specification of statistical models: classical models, new developments and challenges
• scientific article; zbMATH DE number 913132 (Why is no real title available?)
• Bivariate distributions with Pareto conditionals
• Bivariate distributions via a Pareto conditional distribution and a regression function
• Some properties and characterizations for generalized multivariate Pareto distributions
• The frailty and the Archimedean structure of the general multivariate Pareto distributions
• On additive-multiplicative hazards model
• A flexible family of multivariate Pareto distributions
• Conditional specifications of multivariate pareto and student distributions
• Bivariate distributions with conditionals satisfying the proportional generalized odds rate model
• Multivariate Pareto Distributions: Inference and Financial Applications

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