MULTIVARIATE DISTRIBUTIONS WITH GENERALIZED PARETO CONDITIONALS

被引：18

作者：

ARNOLD, BC

CASTILLO, E

SARABIA, JM

机构：

[1] UNIV CALIF RIVERSIDE,DEPT STAT,RIVERSIDE,CA 92521

[2] UNIV CANTABRIA,SANTANDER,SPAIN

来源：

STATISTICS & PROBABILITY LETTERS | 1993年 / 17卷 / 05期

关键词：

2 CLASSES OF K-DIMENSIONAL DISTRIBUTIONS WITH GENERALIZED PARETO-CONDITIONALS ARE CHARACTERIZED; THIS SUBSUMES AND EXTENDS EARLIER WORK ON DISTRIBUTIONS WITH PARETO-CONDITIONALS;

D O I：

10.1016/0167-7152(93)90256-I

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Two classes of k-dimensional distributions with generalized Pareto conditionals are characterized. This subsumes and extends earlier work on distributions with Pareto conditionals.

引用

页码：361 / 368

页数：8

共 5 条

[1]

Arnold B.C., 1983, PARETO DISTRIBUTIONS

[2] BIVARIATE DISTRIBUTIONS WITH PARETO CONDITIONALS [J].