Three general multivariate semi-Pareto distributions and their characterizations

DOI10.1016/J.JMVA.2006.08.002MaRDI QIDQ997015zbMATH OpenOpenAlexFDO

Authors Hsiaw-Chan Yeh

Publication date 19 July 2007

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2006.08.002

zbMATH Keywords

characterizationsEuler's and Cauchy's functional equationsgeneral and particular solutionsgeometric minimaGMSPjoint survival functionsMP\(^{(k)}\)(III) distributionsMSP distributionsmultivariate Pareto (III)multivariate semi-Pareto

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Functional equations and inequalities (39B99)

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Cites work

• scientific article; zbMATH DE number 427190 (Why is no real title available?)
• scientific article; zbMATH DE number 5604057 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 3225653 (Why is no real title available?)
• Bivariate semi-Pareto distributions and processes
• Bivariate semi-Pareto minification processes.
• Semi-Pareto processes
• Some properties and characterizations for generalized multivariate Pareto distributions

Cited in

(7)

• Multivariate semi-logistic distributions
• Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions
• Multivariate semi-Weibull distributions
• Some properties and characterizations for generalized multivariate Pareto distributions
• Characterizations of the general multivariate Weibull distributions
• Multivariate Weibull and Pareto distributions in Hilbert space
• The Pareto type I joint frailty-copula model for clustered bivariate survival data

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