Some Characterizations on Generalized Pareto Distributions

DOI10.1081/STA-200038857MaRDI QIDQ5290392zbMATH OpenOpenAlexFDO

Authors M. Asadi

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1081/sta-200038857

zbMATH Keywords

hazard ratemean residual life functionmultiplicative lack of memory propertyproportional hazardsweighted distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05)

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Cites work

• A characterisation of the proportional hazards model through a measure of discrimination between two residual life distributions
• A Characterization of the Exponential Distribution by Order Statistics
• A note on residual life
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Some new approaches to probability distributions
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• Statistics and Truth

Cited in

(8)

• Some properties and characterizations for generalized multivariate Pareto distributions
• scientific article; zbMATH DE number 4166375 (Why is no real title available?)
• Generalized Pareto Distributions Characterized by Generalized Order Statistics
• Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions
• On a Characterization of Generalized Pareto Distribution Based on Generalized Order Statistics
• On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction
• Characterizations of Bivariate Pareto and Yule Distributions
• Some unified characterization results on generalized Pareto distributions

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