A multivariate pareto distribution

DOI10.1080/03610929608831779zbMath0925.62184OpenAlexW2117240634MaRDI QIDQ4337206

David D. Hanagal

Publication date: 18 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831779

zbMATH Keywords

system reliabilitymaximum likelihood estimatemultivariate Pareto modelproperty of dullness

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (7)

Min-infinite divisibility of the bivariate Marshall–Olkin copulas ⋮ Hidden truncation in multivariate Pareto (II) data: properties and inference ⋮ Generalized Marshall-Olkin distributions and related bivariate aging properties ⋮ On a multivariate Pareto distribution ⋮ Characterizations of a family of bivariate Pareto distributions ⋮ On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes ⋮ Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale

Cites Work

• Unnamed Item
• On the convergence properties of the EM algorithm
• On the property of dullness of Pareto distribution
• Estimation of Pr (Y < X) for the Pareto Distribution

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