Univariate and multivariate Pareto models

DOI10.1186/2195-5832-1-11MaRDI QIDQ499762zbMATH OpenOpenAlexWikidataFDO

Authors Barry C. Arnold

Publication date 6 October 2015

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

conditional specificationFeller-Paretogeneralized Paretoheavy tailshidden truncationinequalityKumaraswamy distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

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Cited in

(15)

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

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