Univariate and multivariate Pareto models

DOI10.1186/2195-5832-1-11zbMATH Open1329.62061OpenAlexW2140374903WikidataQ59401023 ScholiaQ59401023MaRDI QIDQ499762FDOQ499762

Authors: Barry C. Arnold 

Publication date: 6 October 2015

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/2195-5832-1-11

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zbMATH Keywords

heavy tailsinequalityhidden truncationKumaraswamy distributionconditional specificationFeller-Paretogeneralized Pareto

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Cites Work

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Cited In (13)

• Pareto and Generalized Pareto Distributions
• Construction of the tetration distribution based on the continuous iteration of the exponential-minus-one function
• A generalization of the power law distribution with nonlinear exponent
• Exact and asymptotic properties of δ-records in the linear drift model
• Measuring income inequality: a robust semi-parametric approach
• A robust semi-parametric approach for measuring income inequality in Malaysia
• Alternative expectation formulas for real-valued random vectors
• Log-location-scale-log-concave distributions for survival and reliability analysis
• Corrigendum to: ``The beta log-logistic distribution
• New stochastic comparisons based on tail value at risk measures
• A two-component copula with links to insurance
• The Pareto Copula, Aggregation of Risks, and the Emperor's Socks
• Multivariate flexible Pareto model: dependency structure, properties and characterizations

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