A multivariate pareto distribution

DOI10.1080/03610929608831779zbMATH Open0925.62184OpenAlexW2117240634MaRDI QIDQ4337206FDOQ4337206

Authors: 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

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zbMATH Keywords

system reliabilitymaximum likelihood estimatemultivariate Pareto modelproperty of dullness

Mathematics Subject Classification ID

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

Cites Work

• On the convergence properties of the EM algorithm
• Title not available (Why is that?)
• Estimation of Pr (Y < X) for the Pareto Distribution
• On the property of dullness of Pareto distribution

Cited In (14)

• Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• Statistical inference for a new class of multivariate Pareto distributions
• Title not available (Why is that?)
• Contorted uniform and Pareto distributions
• On a multivariate Pareto distribution
• Univariate and multivariate Pareto models
• Some properties of the homogeneous multivariate Pareto (IV) distribution
• On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes
• Characterizations of a family of bivariate Pareto distributions
• Hidden truncation in multivariate Pareto (II) data: properties and inference
• A flexible family of multivariate Pareto distributions
• Multivariate flexible Pareto model: dependency structure, properties and characterizations
• Min-infinite divisibility of the bivariate Marshall–Olkin copulas

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