A pseudo-Pareto distribution and concomitants of its order statistics
DOI10.1007/s11009-016-9500-0zbMath1370.60018OpenAlexW2403995757MaRDI QIDQ2404179
Omer L. Gebizlioglu, Serap Yörübulut
Publication date: 18 September 2017
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-016-9500-0
order statisticshazard functiondefaultable bondsconcomitantscomplementing cumulative distribution functionpseudo-Pareto distribution
Multivariate distribution of statistics (62H10) Statistical methods; risk measures (91G70) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)
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